I have always found it odd that it's enabled, but, the best practice is to not enable CPU or Memory Hot-Add unless absolutely needed. Honestly, I wish they would just remove that option, it's no good anyway.
Like the message states, it messes with vNUMA, which can cause performance issues on the VM. It's not as bad as it used to be, but in reality, dynamically changing the CPU or RAM of a running machine is a terrible idea, even if you don't BSOD/Panic the guest OS immediately, a reboot is required for the various items, such as Memory Randomization to properly function, and running processes don't magically start seeing or using the new CPU(s), if those processes are multi-threaded to begin with. At the minimum, a restart of services/applications is needed, so you are still taking an outage.