Many people prefer to install Ubuntu Server instead of Ubuntu Desktop on servers. The Server variant does not come with any X11 client or server by default. So, if you SSH to the server (with X11 forwarding) and run any X or GUI application, it cannot show a window on your local computer.
What is needed to run X11 or GUI apps on the server through SSH is an X11 client. Installing that is easy:
$ sudo apt install xauth
Tried with: Ubuntu 16.04