Using accelerated networking with custom Linux VM

When I am trying to enable accelerated networking for a VM, nothing happens:

$ az network nic update --name MyLinuxVM-3 -n MyLinuxVM-3VMNic --resource-group ic-exasol-001 --accelerated-networking true                                                                                                                                                                   
{"dnsSettings": {"appliedDnsServers": [],"dnsServers": [],"internalDnsNameLabel": null,"internalDomainNameSuffix": "a1gteu2qlm3uvda5qury3tvdxc.ax.internal.cloudapp.net","internalFqdn": null
  },"enableAcceleratedNetworking": true,"enableIpForwarding": false,"etag": "W/\"ada75778-f4a2-49f4-b853-c2d0cd29a812\"","id": "/subscriptions/fd6696e3-8f52-4410-a769-230c3727693e/resourceGroups/ic-exasol-001/providers/Microsoft.Network/networkInterfaces/MyLinuxVM-3VMNic","ipConfigurations": [

Inside the VM after that I see the same devices as before, no Mellanox:

# lspci
00:00.0 Host bridge: Intel Corporation 440BX/ZX/DX - 82443BX/ZX/DX Host bridge (AGP disabled) (rev 03)
00:07.0 ISA bridge: Intel Corporation 82371AB/EB/MB PIIX4 ISA (rev 01)
00:07.1 IDE interface: Intel Corporation 82371AB/EB/MB PIIX4 IDE (rev 01)
00:07.3 Bridge: Intel Corporation 82371AB/EB/MB PIIX4 ACPI (rev 02)
00:08.0 VGA compatible controller: Microsoft Corporation Hyper-V virtual VGA