Comment by CyberShadow

Not necessarily. I managed to get it working with a single GPU, by unbinding it from the host and binding it to the VM. Unfortunately it does mean that you have to stop X11 and all programs, and going back doesn't work (the GPU freezes the machine when the proprietary NVIDIA driver loads), but it's still better than dual-booting because background services continue to run. It certainly is easier with separate GPUs, though.