When I look up the SYSENTER (https://www.felixcloutier.com/x86/sysenter)/SYSEXIT(https://www.felixcloutier.com/x86/sysexit) instructions, their behaviour is mentioned to affect Virtual 8086 mode.
In particular:
- Real mode throws #GP(0) instead.
- Virtual 8086 mode returns to protected mode by clearing the VM flag in the EFLAGS register.

But then, SYSEXIT:
- Invalid in Virtual 8086 mode (throws #GP(0)). No problem here.
- Returning to Virtual 8086 mode properly is impossible, since the Virtual 8086 mode isn't enabled (it doesn't set the VM flag required for it to function properly)?

Anyone knows more about this specific behaviour?