No Thunderbolt support on Thinkpad L590 running Ubuntu 20.04
Solution 1:
As a comment pointed out, the L series including L590 does not support thunderbolt, contrarily to for example the T series including T590. So that is the explanation...
I think though as a side note that the 'error' message is confusing. Would be better that it says - the machine does not have a thunderbolt port or something like that.