When a new API service is created, the test curl on the Integration page uses a placeholder USER_KEY instead of valid credentials – as no applications are created automatically for the service.
This has always been causing a lot of confusion, as people try to run the test call and fail.
The solution is very simple – to create an application for the service. I think it would be nice to include a banner or something (e.g. "Please create an application for the service to get valid credentials for test call") on the Integration page to avoid this confusion, when there are no credentials.