GLX extension when running on remote server

Hi,

I am trying to run IsaacGym on a remote server (an Azure NC4asT4_v3 instance running Ubuntu 18.04 server).
I want to try to run it with the graphical interface, so I have configured a VNC server on the remote machine, and installed IsaacGym in a new conda environment. I have also installed the lastest Nvidia drivers.
However, when I run the example files, I get the following stacktrace :

Importing module 'gym_37' (/home/ubuntu/Desktop/isaacgym/python/isaacgym/_bindings/linux-x86_64/gym_37.so)
Setting GYM_USD_PLUG_INFO_PATH to /home/ubuntu/Desktop/isaacgym/python/isaacgym/_bindings/linux-x86_64/usd/plugInfo.json
WARNING: Forcing CPU pipeline.
Not connected to PVD
+++ Using GPU PhysX
Physics Engine: PhysX
Physics Device: cuda:0
GPU Pipeline: disabled
Xlib:  extension "GLX" missing on display ":1.0".
Xlib:  extension "GLX" missing on display ":1.0".
Xlib:  extension "GLX" missing on display ":1.0".
Xlib:  extension "GLX" missing on display ":1.0".
Xlib:  extension "GLX" missing on display ":1.0".
Xlib:  extension "GLX" missing on display ":1.0".
Segmentation fault (core dumped)

Does anyone know why this happens, and if there is a way to solve it ? Or do I have to run it in headless mode necessarily ?