OpenGL/GLSL 4.5 on Ubuntu 19.04, Intel Integrated Graphics
Found the issue thanks to SurvivalMachine's comment above. The version of PyGame I was using (1.9.5) was creating the wrong type of context (compatibility) which didn't support GLSL 4.50. This is/was a known issue with PyGame and has been fixed as of PyGame 2.0.0 according to their github. To fix I updated to PyGame 2.0.0.dev3 which allows you to force the correct version of OpenGL to be used when creating the context. See this StackOverflow post (which links to the related github issue) for details.