The message is complaining about nested virtualization, which has nothing to do with the graphics card you're using or don't have.
If you don't need nested virtualization, open the VM->Settings and navigate to the processor settings screen. Make sure the box next to "Virtualize Intel VT-x/EPT or AMD-V/RVI. is not checked.
If you need nested virtualization, you will need to use the VMware hypervisors, and to do that you must disable all traces of Hyper-V, Memory Integrity, virtualization based security, and any other Windows component that uses Hyper-V technology. Simply running the bcdedit command and removing the optional Hyper-V components is not enough to disable Hyper-V.
See this excellent article here in the forum for advice on how to disable all of the currently known places where Hyper-V gets used: https://communities.vmware.com/t5/VMware-Workstation-Pro/Disabling-Hyper-V-hypervisor-on-Windows-11-Pro-host-to-get/td-p/2989411