Azure Devops does not install Azure Devops Pipeline Agent on VMSS instances with Ubuntu Linux

Question

I have an agent pool with a service connection. The agent pool Diagnostics indicate that it has successfully scaled the VMSS instance and the VMSS instance is successfully running a VM.
But the agent is not listed on the Azure Devops Agent Pool Agents tab. I get:

"No agents are connected"

It appears that the VMSS instance does not have the Azure Pipelines Agent Extension installed.

After a long while, the diagnostics tab in Azure Devops says:

"The pipeline agent failed to start"

The VM itself is up and running (Status: Running) but eventually the Azure Devops diagnostics tab reveals that it is deleting the machine:

**"Deleting 1 unhealthy machines"
**
The key issue appears to be that the Azure Pipelines Agent Extension is not installed.

We are running Ubuntu:

Canonical

0001-com-ubuntu-server-jammy

22_04-lts-gen2

Please could you advise?

Many Thanks!