You are correct that Virtual inputs won't trigger any tally lights on the original source input, as they are designed to be a copy and therefore work completely independently.
 
So instead of using virtual inputs, I recommend using it inside separate input multiviews instead.
 
So go to Add Input -> Colour -> Transparent. Press OK
Click the input settings on this input
Go to the Multiview tab. From layer 1, choose your camera and press OK
 
Add additional blank colour inputs and repeat the multiviews for the number you require.
 
Doing it this way will allow you to:
1. Make independent changes to it that won't affect the original
2. Still activate a tally light when sent to output or preview