Vulnerability scanning is not enabled by default. For you to see the vulnerability scanning report, you have to enable the module, which I think you already have.
Next, you have to also enable the provider for the vulnerability feeds. We currently have support for the following
distributions.
So if your server is installed on one of those distributions, kindly enable the provider, and you will be able to see the scanning report for the server.
You can find more details on running vulnerability scanning
here.