Given the symptoms and one other key detail mentioned, I'm pretty sure the original post has the name of the computer wrong: a 2019 Mac Pro would have a Xeon processor, not an "8-core Intel Core i9". A 2019 MacBook Pro would.have the latter processor.
There are two variants of the Core i9 used in 2019 MacBook Pros (mid 2019 15-inch and late 2019 16-inch).
The 2.3 GHz was the standard processor in the more expensive base model. The 2.4 GHz was a custom upgrade for any base model.
Of the two, the cheaper 2.3 GHz Core i9 (9880H) supports vPro and VMCS shadowing, but the more expensive 2.4 GHz Core i9 (9980HK) does not.
One other detail in the original poster's description doesn't match: the two above both have 16 MB of L3 cache, but the original post said 12 MB.
The previous 2018 15-inch MacBook Pro (sold new until May 2019) had a custom option for a 2.9 GHz 8-core Core i9 (8950HK) and 12 MB of L3 cache. That one doesn't do vPro or VMCS shadowing either.
Of the three possible Core i9 processors, only the 2.3 GHz one in the 2019 15-inch and 16-inch MacBook Pro can do nested virtualisation with Apple's hypervisor in VMware Fusion.
(The Xeons in the 2019 Mac Pro start at 8-core with 24.5 MB of L3 cache and go up from there. All of them support vPro and VMCS shadowing.)