Some of what you are saying is true, but not overall... And others are risky assumptions. Any VM guest on a hypervisor is in a container, usually by default, shielded from the hypervisor host. The hypervisor host has hooks into the host OS to enhances it's use of hardware virtualization. When you start doing hardware pass-through's, you peal back those layers of sheilding, and open doors into the hypervisor's host OS and the physical hardware. That could be, for example, if you exposed a physical hard disk or if your case, used a physical GPU for access to your VM Guests..
Some of those resources can still be "shared" between... But in the case of GPU pass-through, at least currently, it is NOT a share resource at the Host OS and Hypervisor level. That becomes a "dedicated" resource to the hypervisor in those layers. It Is taken over by the hypervisor for a dedicated resource to be used by it's guests. So yes, you need another GPU to do pass-through.
Just a comment on (cyber) security to the outside world, On things, and access to the outside world, that is another specific subject. Linux may be less risky, than Windows, because most OS risks involve attacks against what most people use. For me, I don't limit use and security to a specific OS. Personally, if I am surfing, I setup a limited account for that purpose. If I am doing bill-pay, online banking, etc, I use a very locked down account that I just use only for that purpose. Cyber Security is a train of thought and practice. It's true, that when I setup accounts and access to remote users into a system, I create a locked down virtual instance, that is disposable. Something that is shielded and less at risk to that system. It's a train of thought and a methodology. As TheFu said, and I fully agree, Security should be practiced, immaterial to the OS you are on.
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