things that differ between distros, because everyone thinks they can do it better than others: multimedia and sound, firewall config, service management, different init systems, switching default when multiple packages provide the same feature and are installed in parallel, config file migration during updates, making and installing your own custom kernel, selection of free games available.
VMs can be slow AF tho. Also, they use up a lot of disk space and RAM, because you have a whole ectra OS in there. But yeah, a lot of proprietary things work better in VMs with their native OS.