SQL Server 2017 Linux Docker Ole Automation issue

Question

I've installed SQL Server Developer Edition on Linux Docker

When running this

DECLARE @win int
DECLARE @hr  int
EXEC @hr=sys.sp_OACreate 'WinHttp.WinHttpRequest.5.1',@win OUT

I get error:

Msg 17750, Level 16, State 0, Procedure sys.sp_OACreate, Line 1 Could not load the DLL odsole70.dll, or one of the DLLs it references. Reason: 2(The system cannot find the file specified.).

Googling didn't help either