Hi vjsb22,
What's the origin of the .vhdx that you're using as the source? Usually, when an OS is installed, it will be installed for the firmware type on which it is running, and will only be usable with the same firmware type – i.e. EFI virtual machines generally can't be booted using BIOS firmware, and BIOS virtual machines generally can't be booted using EFI firmware.
If the OS contained on the .vhdx was installed through EFI firmware, the behavior you are seeing is as expected.
Cheers,
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Darius