Do not run Tails on a VM if you have an option. VMs are not secure, and the host machine can _always_ monitor the virtual instances.
If you're going to use a VM for your Tor browsing, consider Whonix [1] instead, which was developed specifically for that usecase. (Note that this is not developed by the Tor project people!)
But indeed, to get the full benefits from Tails, always use the live boot option whenever you can.