rtnetlink.sh from net in ubuntu_kernel_selftests failed on B/azure-4.15 (can't add vrf / macsec interface)

Failure to find vrf and macsec interface - tests are skipped. Appearing on all nodes and not spotting on previous versions.

However, found same failures in a previously reported bug targeted to disco, though it's fix released:

https://bugs.launchpad.net/ubuntu-kernel-tests/+bug/1845191

1344. 01/27 19:38:16 DEBUG| utils:0153| [stdout] selftests: rtnetlink.sh
1345. 01/27 19:38:16 DEBUG| utils:0153| [stdout] ========================================
1346. 01/27 19:38:16 DEBUG| utils:0153| [stdout] PASS: policy routing
1347. 01/27 19:38:16 DEBUG| utils:0153| [stdout] PASS: route get
1348. 01/27 19:38:21 DEBUG| utils:0153| [stdout] PASS: preferred_lft addresses have expired
1349. 01/27 19:38:21 DEBUG| utils:0153| [stdout] PASS: tc htb hierarchy
1350. 01/27 19:38:21 DEBUG| utils:0153| [stdout] PASS: gre tunnel endpoint
1351. 01/27 19:38:21 DEBUG| utils:0153| [stdout] PASS: bridge setup
1352. 01/27 19:38:24 DEBUG| utils:0153| [stdout] PASS: ipv6 addrlabel
1353. 01/27 19:38:25 DEBUG| utils:0153| [stdout] PASS: set ifalias 47af085b-7bde-41c6-aef2-501457ec5d64 for test-dummy0
1354. 01/27 19:38:25 ERROR| utils:0153| [stderr] RTNETLINK answers: Operation not supported
1355. 01/27 19:38:25 DEBUG| utils:0153| [stdout] FAIL: can't add vrf interface, skipping test
1356. 01/27 19:38:25 DEBUG| utils:0153| [stdout] PASS: vxlan
1357. 01/27 19:38:25 DEBUG| utils:0153| [stdout] PASS: fou
1358. 01/27 19:38:25 ERROR| utils:0153| [stderr] RTNETLINK answers: Operation not supported
1359. 01/27 19:38:25 DEBUG| utils:0153| [stdout] FAIL: can't add macsec interface, skipping test
1360. 01/27 19:38:25 DEBUG| utils:0153| [stdout] not ok 1..10 selftests: rtnetlink.sh [FAIL]
1361. 01/27 19:38:25 DEBUG| utils:0153| [stdout] make[1]: Leaving directory '/home/azure/autotest/client/tmp/ubuntu_kernel_selftests/src/linux/tools/testing/selftests/net'
1362. 01/27 19:38:25 DEBUG| utils:0153| [stdout] make: Leaving directory '/home/azure/autotest/client/tmp/ubuntu_kernel_selftests/src/linux/tools/testing/selftests'
1363. 01/27 19:38:25 INFO |ubuntu_ker:0252| ========== Summary ===========
1364. 01/27 19:38:25 INFO |ubuntu_ker:0080| Sub test case: rtnetlink.sh failed.