I just encountered the same issue. I originally had 18.04 installed and first upgraded to 20.04 without problems. A day later I upgraded to 22.04 which gave me the nginx error described above.Looking into the /etc/nginx/modules-enabled folder there were only two symbolic links:
50-mod-http-geoip2.conf ->/usr/share/nginx/modules-available/mod-http-geoip2.conf
70-mod-stream-geoip2.conf ->/usr/share/nginx/modules-available/mod-stream-geoip2.conf