Comment by Gigachad

Because anti cheat want's to verify that the highest levels of the system are not being tampered with. When contained within a VM it's impossible to tell if some cheating script on the host OS is reading or tampering with the game memory.

Probably the only workable solution is for windows to provide some kind of secure game mode where the game and only the game runs and can have windows attest nothing else is running. But that anti cheat has no access to the data in the real work OS which is currently not running. Ruins multi tasking, but assuming you can switch over fast enough it might not be too bad.