Comment 8 for bug 2034688

If you're in this inconsistent state and dpkg requires to reinstall the packages you can force the removal of the package with dpkg option --force-remove-reinstreq

For instance:
dpkg --purge --force-remove-reinstreq linux-headers-6.5.0-10-generic

To list the packages that are half-installed use:
dpkg -l "linux-headers*"

Note that kernel headers are not the only package affected but everything that tries to write to kernel-protected directories will be, such as extra modules or firmware.

This is a known issue and is being worked on.