I think there is a kernel missing module (sysdig_probe).
In my case, I compiled the sysdig source code (some years ago), and it created a kernel module for my kernel version.
When I run sysdig as root, it loads a module called "sysdig_probe" (at least, that is in my version; I don't know it the module name has changed recently).
After running sysdig and killing it, the module remains loaded:
root@veve0402:/home/oscar# lsmod | grep sysdig
sysdig_probe 180817 0
After finishing using sysdig, I use to unload that kernel module:
root@veve0402:/home/oscar# modprobe -r sysdig_probe
After unloading it, it isn't in memory:
root@veve0402:/home/oscar# lsmod | grep sysdig
So you can test to load that module manually, and watch for errors. In my case, there is no error:
root@veve0402:/home/oscar# modprobe sysdig_probe
root@veve0402:/home/oscar# lsmod | grep sysdig
sysdig_probe 180817 0
One reason for the error could be that you have update the kernel version, and you forget to recompile the sysdig kernell module.
Kind regards,
Oscar