there is no system like dkms in snaps, so how would you make sure your module is even remotely matching the kernel symbols ? what would happen if the host system upgrades the kernel ?
the only way to make this work would be to actually have the host ship the module in its kernel package … either by having the deb have this module enabled (which also makes sure that the module is sane and secure since it would have to go through code and security reviews by kernel and security teams of the distro) or if you want to use your snap on an Ubuntu Core system by creating your own kernel snap with the module included for your specific Core image.
Just shipping a random (and very likely incompatible with most kernels) module in a snap package will not work … while there is a module-control interface that would allow you to do this and to use insmod to load said module, this interface falls under the same restrictions as snapd-control and your snap would not be allowed in the public store.
(regarding snapd-control, see the discussion below)