While Pro 2.6 can work with utility networks created with previous versions of Enterprise, you do need Enterprise 10.8.1 in order to create a new network with ArcGIS Pro 2.6. These two help topics explain the relationship between ArcGIS Pro and ArcGIS Enterprise and the version of the utility network that is created:
The error message you received is incorrect and we are working on addressing that, but you will need ArcGIS Enterprise 10.8.1 in order to create a utility network with ArcGIS Pro 2.6. The alternative is to use ArcGIS Pro 2.5 to create an earlier version of the utility network (a version 3 utility network) in your Enterprise 10.7.1 environment, and then you can work with it in Pro 2.6.