The same error also happens if you want to pull the Compute Profile directly via the API: GET /api/compute_profiles/6

When I try to reproduce this error I received the error you got in the third step:
Set Compute Attributes for that Profile to have an invalid Cluster (API POST {"compute_attribute"=>{"vm_attrs"=>{"cluster"=>"lol-nope"}}, "compute_profile_id"=>"4", "compute_resource_id"=>"1"} to /api/compute_profiles/4/compute_resources/1/compute_attributes)

which I think is ok because it shouldn't create the compute attributes with a cluster that does not exist.
is there something missing in the steps or can I close this issue?

Hah, my reproducer steps weren't exact enough. Sorry!

So yeah, when I POST the last step, I do get an error, indeed:

# curl -u admin:changeme -XPOST -H 'Content-Type: application/json' -H 'Accept: application/json' -d'{"compute_attribute":{"vm_attrs":{"cluster":"lol-nope"}},"compute_profile_id":"4","compute_resource_id":"1"}' -k https://localhost/api/compute_profiles/4/compute_resources/1/compute_attributes
{
  "error": {"message":"HTTP response code is 404. The response body is empty."}
}

But! The CR is now broken and can't be accessed:

# curl -u admin:changeme -H 'Accept: application/json' -k https://localhost/api/compute_resources/1/
{
  "error": {"message":"HTTP response code is 404. The response body is empty."}
}