For anyone in the future who's gonna try this service from Azure, let me give you an easy way out. I spent a lot of time on Speaker Recognition and the official docs say something and the samples given do something else. I will use the official REST API Docs for the text-independent method.
CREATE PROFILE 👇
import http.client
import json
conn = http.client.HTTPSConnection('westus.api.cognitive.microsoft.com')