I know it's been 9 years, but the issue is still as valid now as it was then. I am seeing indication VMR 9 doesn't work -- running a 64-bit Windows 2012 R2 VM on vCenter 6.7, virtual machine hardware version 13. I think without a vGPU, the default display driver cannot offer the DirectX version or APIs that VMR 9 depends on to work.
VMR 7 works though -- and is faster on at least the graphs I have tested it with (H.264 decoding) than either Video Renderer or Enhanced Video Renderer filters. VMR 7 is also the default renderer filter, it seems -- if you choose "Default Video Renderer" in Graph Edit Next (could be something similar in Graph Edit) then VMR 7 is instantiated.
Interestingly, same or similar issue exists with Virtual Box guests:
#15784 (Video Mixing Renderer 9 (VMR) DirectShow graph building issue) – Oracle VM VirtualBox