Hi,
look at this article: https://blogs.vmware.com/vsphere/2020/04/vsphere-7-vsgx-secure-enclaves.html.
You have to meet all the requirements to use SGX. I list some others below than these you already mentioned
- Intel Coffee Lake CPU or later (HT must be disabled on certain models)
- vHardware 17 or later
- VM must be powered off before you enable this feature
- a special kernel module for Linux published by Intel must be loaded and it is available only for a few distributions.