The only way a VM can help with bitcoin security is if you do everything inside the VM and only use bitcoin outside the VM.
humorous...
It is true. VMs are designed to protect the host against the guest. Protection in the other direction was never intended and does not exist at all.
It's just security by obscurity. Renaming files does the same job. I wouldn't even call it security. Linus Torvalds would call it masturbation.