If the upgrade would require another package to be deleted, or a new package to be installed, the package will be “kept back.” As the man page for apt-get upgrade explains:
Packages currently installed with new versions available are retrieved and upgraded; under no circumstances are currently installed packages removed, or packages not already installed retrieved and installed.
sudo apt-get install linux-headers-server linux-image-server linux-server
and you will be fine.
"apt-get dist-upgrade" will upgrade your OS to a new version which is often what people do not want.