No firmware has been defined for this target !
Solved. (Note to self: RTFM!)
The Getting Started documentation:
https://www.openstm32.org/Getting%2Bstarted%2Bwith%2BSystem%2BWorkbench%2Bfor%2BSTM32
helpfully suggests that I click the “Download Target Firmware” button in order to get the firmware for the target board. Clicking on that reports that it found STM32Cube_FW_G4_V1.0.0 and I can proceed.