I ran into the same thing. I had accidentally installed the nginx-extras package that is normally provided by Ubuntu, rather than the one provided by Phusion Passenger's repository. The Passenger package has Passenger compiled with Nginx as a module, while the other package does not.
The solution is to add Phusion Passenger's apt repository, then install the nginx-extras package from it. The method of doing this differs slightly depending on your Linux distro and version so you should read the documentation first: https://www.phusionpassenger.com/library/install/nginx/apt_repo/
If reading the documentation is a problem for you then you can try the commands I used to add the repository and install the nginx-extras package from it.
sudo apt-key adv --keyserver hkp://keyserver.ubuntu.com:80 --recv-keys 561F9B9CAC40B2F7 sudo apt-get install -y apt-transport-https ca-certificates sudo sh -c 'echo deb https://oss-binaries.phusionpassenger.com/apt/passenger trusty main > /etc/apt/sources.list.d/passenger.list' sudo apt-get update sudo apt-get install -y nginx-extras