The installation script doesn't support Ubuntu 20, while the document says it does.

[coin8086]

service-fabric-scripts-and-templates/scripts/SetupServiceFabric/SetupServiceFabric.sh

Line 28 in 8b7ac20

if [[ "xenial" != "$Distribution" && "bionic" != "$Distribution" ]]; then

The official document (See "supported Linux version" under the Prerequisites) says it supports Ubuntu 20 (Focal) and 18 (Bionic), but here it doesn't support Ubuntu 20 (Focal).