This doesn't sound right.
How and where have you installed the Myst parser?
Do you use virtual environments for easier debugging?
I would guess myst-parser is not installed where you think it is and therefore sphinx cannot find it.
As always on the internet, it's easier to get help if you provide the steps and output you were getting.
This works flawlessly for me every time:
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$ mkdir mystparser
$ cd mystparser/
$ pipenv install sphinx myst-parser
$ pipenv shell
$ vim conf.py
(mystparser)$ cat conf.py
$ sphinx-build . _build
Running Sphinx v7.0.1
loading pickled environment... done
myst v2.0.0: MdParserConfig(commonmark_only=False, gfm_only=False, enable_extensions=set(), disable_syntax=[], all_links_external=False, url_schemes=('http', 'https', 'mailto', 'ftp'), ref_domains=None, fence_as_directive=set(), number_code_blocks=[], title_to_header=False, heading_anchors=0, heading_slug_func=None, html_meta={}, footnote_transition=True, words_per_minute=200, substitutions={}, linkify_fuzzy_links=True, dmath_allow_labels=True, dmath_allow_space=True, dmath_allow_digits=True, dmath_double_inline=False, update_mathjax=True, mathjax_classes='tex2jax_process|mathjax_process|math|output_area', enable_checkboxes=False, suppress_warnings=[], highlight_code_blocks=True)
building [mo]: targets for 0 po files that are out of date
writing output...
building [html]: targets for 0 source files that are out of date
updating environment: 0 added, 0 changed, 0 removed
reading sources...
looking for now-outdated files... none found
no targets are out of date.
build succeeded.
The HTML pages are in _build.
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