I heard back from support pretty quickly. I went to Dassault Support directly, and not through a 3rd party vendor. Here's the response I got. I figure it's a pretty standard 'form' response they send to everyone that asks about DSLS on VMs:
"It is not possible to either run or install the...
thread560-378311
The original thread is now closed, but if the author is still listening, we are also running to the same problem with DSLS-based licensing. Found your post when Googling our problem, and I feel your pain. It's nonsensical that Dassault cannot support a VM for their licensing...