Checkboxes in a QCombobox

I am trying to create a QComboBox with items that contain checkboxes. I followed the solution posted here and converted the PyQt portions to work with PySide2. If I set the QApplication style to be 'windows', then the checkboxes appear but if I use the 'fusion' style, the checkboxes are hidden.

The relevant code snippet that creates the QComboBox:

self._combo = QtWidgets.QComboBox()
    self._combo.setModel(QtGui.QStandardItemModel())        

for i in range(3):
    item = QtGui.QStandardItem(str(i))
    item.setFlags(QtCore.Qt.ItemIsEnabled |
                  QtCore.Qt.ItemIsUserCheckable)
    item.setData(QtCore.Qt.Unchecked, QtCore.Qt.CheckStateRole)
    self._combo.model().setItem(i+1, 0, item

Note: the checkboxes are checked in the 'qcombobox-windows.png' because I had manually checked them prior to taking a screenshot.