SQL Server - Nonclustered Index with Include on User Defined Table Type?
INCLUDE is not supported for memory-optimized tables or table variables. For these objects, the purpose of INCLUDE is moot, as all columns are available once you arrive at the row location in memory.

Memory-optimized indexes are inherently covering, see Guidelines for Memory-Optimized indexes

Disk-based indexes use row locators that are either a RID or a Clustered Index Key, and following those costs 1-4 Logical IOs, followed by locating the target row in the slot table on the page and going there.  The row locator for an In-Memory index is a pointer.  Following a pointer costs a single CPU instruction, and a main memory read, somewhere in the 100ns-1000ns range.