Technically, the way to setup all the Jetson’s is with a Linux host computer. Flashing sd card is an additional user-friendly way to boot a Jetson Nano, though my experience says the SDK manager is way better.
And yes, you can boot an Xavier AGX with an sd card, but some issues may arise:
Wow, so you could boot through a VM. But was this a fix from JetPack 4.3?