I am building something with CoreML with exact same technique you are using, and it works for me. I think what's happening with your project is the model file isn't being copied to your app bundle. Because playground didn't properly assign file's target membership.
In my case, my project works and compile fine with the playgrounds app (macOS & iPadOS). But would crash if I open my project within Xcode.
Because playground project current't doesn't support target at all. I can't find anyway to fix this. Except I would suggest reimport the model with the playground app.