One of the two problem scenarios apply.
Problem Scenario #1
You run this: sudo modprobe zfs. You get this:
modprobe: FATAL: Module zfs not found in directory /lib/modules/6.1.0-37-cloud-amd64
Problem Scenario #2
You run this: zpool list
You get this:
The ZFS modules cannot be auto-loaded.
Try running 'modprobe zfs' as root to manually load them.
How do you solve the above problems?
Possible Solution #1
Run sudo zpool list
Possible Solution #2
Run this (but be ready for it to take ~30 minutes or longer to complete):
sudo apt install linux-headers-$(uname -r)