Share Mac internet with iPad using USB
Turned out I had to trust the device. I tethered the iPad to the mac, went to Finder on the mac, clicked on the iPad menu item in the side bar, then it asked me if I wanted to trust the iPad, I said yes, and then on the iPad it asked for the lock password. After doing this usb internet sharing started to work. I hope this helps someone because this step was not mentioned in any of the other questions or the documentation.