Ubuntu 18.04 - fuse: device not found

I'm trying to make SSHFS work in my Ubuntu 18.04 version (bionic).

I run the following command:

sudo sshfs -o idmap=user xxx.xxx.xxx.xxx:/path/to/remote /path/to/local

I get the following error

fuse: device not found, try 'modprobe fuse' first

So I did

modprobe fuse

And got the following:

modprobe: ERROR: ../libkmod/libkmod.c:586 kmod_search_moddep() could not open moddep file '/lib/modules/4.4.0-19041-Microsoft/modules.dep.bin'
modprobe: FATAL: Module fuse not found in directory /lib/modules/4.4.0-19041-Microsoft 

Any help?

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