You are correct, no nested virt support on macOS or Asahi. The rumor is this could be coming eventually to Asahi on M2, and maybe a future macOS release - but until it actually does it's a pretty huge drawback of apple silicon that is rarely mentioned.
Am I missing something? I know of this limitation but I dont understand why would anyone need this. What's the goal or running Windows on Mac to run WSL on it?