Virtual machines are pretty much necessary, because no matter what distribution of what OS you run, there are always those one or two apps you can't get from the package manager and can't compile, so you need to use a VM. The first six months I used Void Linux I ran LyX on a Ubuntu VM to compile my books.
LyX is in packages. No need for a penguin, a vm, or both unless you want a penguin, a vm or both. But why would you want a penguin, a vm or both when all you have to do is: pkg_add lyx ;-)