You have to enroll the cert for the module with the mokutil tool then reboot to complete the enrollment with the firmware. If you browse to /etc/pki/akmods/ you should see two files with one being a link “publickey.der” to the akmod generated puplic key <hostname.domainname>-randomnumber.der
It will ask you to create a one time password that you will be prompted for by the system firmware once you reboot. On my lenovo laptop apon reboot you will be asked to enroll the cert. On my Rocky server the enrollment process occurs within the firmware “F1” at boot.
The kernel module is from package kmod-kvdo that is in Rocky’s baseos repo.
Therefore, it should be signed by Rocky and the machine should already have Rocky’s cert.
But after checking more thoroughly as the OP did with modinfo I found like the OP that it is not signed and is worth a bug report. It is possible to self sign it and the fact that it is not compressed like most other distro modules makes that process easier but is still tedious.