I think your problem is related to this post. There is an availability issue with internal infrastructure atm.
In the future though, you may investigate the gvm-check-setup command manually. gvm-check-setup is simply a bash script and so it’s very easy to check what is happening. gvm-check-setup does not verify the contents of the database. It only independently verifies the existence of the PostgreSQL database, and database user, and for SCAP and CERT data, only verifies that at least 10 items are present in the configured directory path /var/lib/gvm/cert-data. This is not a robust check, so if your connection is being reset due to the issue, the gvm-check-setup check will come back as OK, but in fact it is not OK.
In fact, the database has not been populated.