Run vagrant up with VirtualBox gives "VirtualBox is complaining that the installation is incomplete" in GitHub Codespaces

I am trying to spin up a vagrant VM to use as the working environment.

When I try to spin up the machine, it keeps throwing me the error:

The provider 'virtualbox' that was requested to back the machine
'default' is reporting that it isn't usable on this system. The
reason is shown below:

VirtualBox is complaining that the installation is incomplete. Please
run `VBoxManage --version` to see the error message which should contain
instructions on how to fix this error.

Then it follows with this error

WARNING: The character device /dev/vboxdrv does not exist.
         Please install the virtualbox-dkms package and the appropriate
         headers, most likely linux-headers-azure.

         You will not be able to start VMs until this problem is fixed.

I have tried also running sudo apt-get install linux-headers-azure but still comes up with the same error.

Also when I run modprobe vboxdrv it throws the following error:
modprobe: FATAL: Module vboxdrv not found in directory /lib/modules/5.4.0-1051-azure

This is the Codespace setup:

Distributor ID: Ubuntu
Description:    Ubuntu 20.04.2 LTS
Release:        20.04
Codename:       focal

Any suggestions?