weird behavior of modules-load and the tun module

I need the tun module to be automatically loaded at boot. However, it won’t and I have to manually load it with modprobe. The manual of my distro (a LFS fork) suggests to add a tun.conf file to the /etc/modules-load.d/ folder, but creating a file with “tun” won’t work. Surprisingly, the only way it works is writing the module alias devname:net/tun in this tun.conf file. Why should it happen? What else could I try/check? Though the alias works, I think that something is clearly off with my system/kernel.