The message does indicate it is not finding internet connection
Using localHub=FALSE would not work in this case if the hub had never been created and if there is no internet connection; it would need to work at least once to use the localHub option.
Are you behind a proxy that would prevent internet connection? If you are behind a proxy, please set the proxy by either using proxy= in the constructor or by setting globally with setAnnotationHubOption.
We check the internet connection by checking first if the proxy is set, and then by using curl::has_internet().