I know that - not all hardware are created with Linux compatibility.
One of the reason one cannot stress the importance of checking driver options for Linux before a large hardware purchase.
Searching for a driver - there is very few with working solutions - here is two working suggestions - a working solution requires the person providing the solution to have the exact same chipset implementation as your board.
→ Search results for 'rtl8125 status:solved order:latest_topic' - Manjaro Linux Forum
→ Unable to use Ethernet (Realtek RTL8125 rev 0c)
→ [SOLVED] Hardware issues with new MOBO - Gigabyte X870E / Kernel & Hardware / Arch Linux Forums
Github links - sources to manually compile a driver
→ GitHub - notpeelz/r8125: Mirror for Realtek r8125 2.5G Ethernet Linux drivers
Because it is an onboard chip - it is a custom implementation by the vendor and upstream drivers from the chipset vendor may or may not work.