Took me hours to figure this out, There seems to be a bug in nvidia drivers preventing the headers to update I noticed a problem with installing DKMS that is needed for my USB WiFi.

sudo apt purge "*nvidia*"
sudo reboot
sudo apt update && sudo apt -y dist-upgrade
sudo apt autoremove
sudo reboot
sudo apt-get install linux-headers-$(uname -r) build-essential

This was was done on Vmware Pro I don't need the nvidia drivers but if you do I don't know what will happen.