net:vrf-xfrm-tests.sh in ubuntu_kernel_selftests failed on KVM kernel (Error: Unknown device type.)

This seems to be another config related issue, we used to hint it with bug 1927272. It deserves a bug report to make things clear (and easier to close down when it's fixed)

 Running 'make run_tests -C net TEST_PROGS=vrf-xfrm-tests.sh TEST_GEN_PROGS='' TEST_CUSTOM_PROGS='''
 make: Entering directory '/home/ubuntu/autotest/client/tmp/ubuntu_kernel_selftests/src/linux/tools/testing/selftests/net'
 make --no-builtin-rules ARCH=x86 -C ../../../.. headers_install
 make[1]: Entering directory '/home/ubuntu/autotest/client/tmp/ubuntu_kernel_selftests/src/linux'
   INSTALL ./usr/include
 make[1]: Leaving directory '/home/ubuntu/autotest/client/tmp/ubuntu_kernel_selftests/src/linux'
 TAP version 13
 1..1
 # selftests: net: vrf-xfrm-tests.sh
 # Error: Unknown device type.
 # Cannot find device "red"
 # Error: argument "red" is wrong: Invalid VRF
 #
 # Error: argument "red" is wrong: Invalid VRF
 #
 # Cannot find device "red"
 # Cannot find device "red"
 # Error: argument "red" is wrong: Device does not exist
 #
 #
 # No qdisc on VRF device
 # TEST: IPv4 no xfrm policy [FAIL]
 # TEST: IPv6 no xfrm policy [FAIL]
 # TEST: IPv4 xfrm policy based on address [FAIL]
 # TEST: IPv6 xfrm policy based on address [FAIL]
 # TEST: IPv6 xfrm policy with VRF in selector [FAIL]
 # Error: Unknown device type.
 # Error: argument "red" is wrong: Not a valid VRF name
 #
 # Cannot find device "xfrm0"
 # Cannot find device "xfrm0"
 # TEST: IPv4 xfrm policy with xfrm device [FAIL]
 # TEST: IPv6 xfrm policy with xfrm device [FAIL]
 # Cannot find device "xfrm0"
 #
 # netem qdisc on VRF device
 # TEST: IPv4 no xfrm policy [FAIL]
 # TEST: IPv6 no xfrm policy [FAIL]
 # TEST: IPv4 xfrm policy based on address [FAIL]
 # TEST: IPv6 xfrm policy based on address [FAIL]
 # TEST: IPv6 xfrm policy with VRF in selector [FAIL]
 # Error: Unknown device type.
 # Error: argument "red" is wrong: Not a valid VRF name
 #
 # Cannot find device "xfrm0"
 # Cannot find device "xfrm0"
 # TEST: IPv4 xfrm policy with xfrm device [FAIL]
 # TEST: IPv6 xfrm policy with xfrm device [FAIL]
 # Cannot find device "xfrm0"
 #
 # Tests passed: 0
 # Tests failed: 14
 not ok 1 selftests: net: vrf-xfrm-tests.sh # exit=1
 make: Leaving directory '/home/ubuntu/autotest/client/tmp/ubuntu_kernel_selftests/src/linux/tools/testing/selftests/net'