Virtualization was never supported by SFML. If it works, then that's great, if it doesn't then too bad. Using virtualization software that doesn't have a large user base doesn't make it better. Nobody has done this before, so nobody knows what is happening, and logically, you won't find anything on the internet regarding this matter. You are on your own in this case.
Just develop on your host system. It can't be that hard.