I've seen this come up a few times now. After upgrading your primary sites to R2 you also need to upgrade your secondary sites.
This cannot be done by using the "upgrade secondary site" option. Also, if you push a new secondary site out from an R2 primary, the R2 bits do not get installed.
The secondary site always gets installed as an SP1 site and you then need to install R2 onto it before you'll see things like the Virtual Applications node in the DP properties.
You can either install it manually on the secondary site server, or you may prefer to push it out via software distribution if you have lots of secondary sites (it is just an MSI after all).
Have you heard of the Server Virtualization Validation Program (SVVP)?
It's a program whereby certain 3rd party virtualisation partners can validate certain configurations with Microsoft. This means the customer can get Microsoft based technical support for systems running in 3rd party virtual environment. Current list is as follows:
Cisco Systems, Inc.
Citrix Systems, Inc.
Novell, Inc.
Oracle, USA Inc.
Sun Microsystems
Unisys Corp.
Virtual Iron Software
VMware, Inc.
You can find some info from VMWare here:
http://www.vmware.com/company/news/releases/svvp.html