[ 3.211046] r8125: version magic '5.4.0-72-generic SMP mod_unload modversions ' should be '5.1.16 SMP mod_unload'
^ the r8125 kernel driver is compiled for Linux 5.4, and:
[ 0.000000] Linux version 5.1.16 (msv@vm-server) (gcc version 8.3.0 (GCC)) #1 SMP Fri Apr 23 09:46:06 UTC 2021
^ LE 9.2 uses Linux 5.1, so the module is not compatible. And:
ls: /usr/lib/firmware/rtl_nic: No such file or directory
^ means even if you built the right kernel module, you did not put the firmware in the correct directory (because that's the correct one).
I wasn't able to check the contents of http://80.251.144.40/update/RTL8125B-9.005.01.tar.gz as the file didn't download for me, but my guess is the package contains a pre-built module for Linux 5.4 in addition to sources, and even if you do build the module from sources in the LE build system, the script is copying the wrong .ko into the image; giving you the bad magic message. I would download the sources from the awesometic Git repo as this doesn't contain pre-built modules.
On the firmware side; again I couldn't download the file to check contents but you're not moving the file to the correct location. I would not call ./install scripts writen for other build systems. Just do simple "cp" to the correct destination. Look at other packages and the format and $VARIABLE names to use for source/destination are simple to follow.