Why would native Mac filesystem performance be MUCH worse than various virtualized disks on the same mac?
What you are seeing is the consequence of your hypervisor lying to you about disk write flushing, presumably because you have disk writeback caching enabled in the VM configuration. Disable the write caching, and you will find the performance is going to be much more similar (probably worse than bare metal).

As a secondary test, you can try on your host by LD_PRELOAD-ing libeatmydata and you should see that your bare metal performance reaches or surpasses the performance in VMs.