Since you have commented on https://forum.mendix.com/link/questions/95495 , you have seen and tried the answers that are given there.
Another option is to publish it from Mendix Studio. To do so, first, go to Version control → Manage branch lines and set your mainline as ‘Enabled for Mendix Studio’. Then, go to Mendix Studio, select your project and click on Edit App and there click on Publish.
Once you have published it, the option Run in Mendis Studio Pro will no longer be greyed out.