I have done digging this whole day and here is what I found. It is a MongoDB requirement but people configuring Graylog might encounter this, so I am just putting the information here.
So Graylog 5.0 requires MongoDB version 5 at least. And the issue I have encountered is MongoDB 5 is not supported on the CPUs that don’t have AVX in it. And this is exactly my situation.
Since MongoDB doesn’t come up perfectly, Graylog doesn’t start. So either you need a CPU with AVX in it or else for now use an older version of Graylog with a downgraded version of MongoDB.