New macbook has issue about Virtualization mode sometimes doesn't turn on when booting in Bootcamp Windows. Probably this is a hardware/BIOS issue.

One suggestion from Internet to remedy this is to reboot the machine and reset Macbook's PROM(?) by holding keys Option-Command-P-R during machine startup. The machine should be restarted, with two startup sounds, in OSX. Just reboot back into Windows and check the virtualization mode (from Task Manager), it should be enabled.

I also find that resetting PROM seems to a good way to reset hardware settings. The evidence isn't clear but I've some feelings about this.