WiFi(Killer WiFi AX210) doesn't work on Ubuntu 20.04.2 from the get go

AX210 is not supported by older kernels, it wasn't until about kernel 5.11 that support for AX210 began showing up. It is supported in Ubuntu 21.10 out of the box as I have that same WIFI chipset working just fine (21.10 ships with kernel 5.13).

Run uname -r and that will give you your kernel version. I am sure you will find it's quite old.

Your options:

1. Upgrade your kernel to the latest tested for 20.04 using sudo apt update && sudo apt dist-upgrade && sudo apt autoremove. Once done, reboot. This may not get you to the latest kernel as it only installs the latest tested kernel for 20.04. Run uname -r to see where you end up after the reboot.
2. Upgrade to or clean install Ubuntu 21.10
3. Manually upgrade your kernel to the latest available if you must stay on 20.04. This is not recommended as it may cause stability issues with your OS.