I do not know if this is supposed to be a feature with the Inbox driver or not.
My card is a Mellanox ConnectX-3 EN single SFP+ port.
When using the inbox kernel mlx4 driver v4.0-0 and passing through an SR-IOV VF to a Windows guest, the Mellanox WinOF v5.50 driver fails to initialize the VF. Linux guests are able to initialize and use the VF.
When I do the same with the Mellanox MLNX_EN or MLNX_OFED driver instead of the Inbox mlx4 driver, the Windows driver is able to initialize the VF just fine.
Thus, installing the Mellanox drivers resolves the issue but distro support for those drivers is scarce and problematic with kernels >= 4.19.
If this should work and it isn't, please fix.