Tails keeps all data in memory, never is anything written to disk (or the bootable usb) so all trace of your activity is erased when you shutdown the machine.
When you use a VM of linux, you are writing data to disk that will be erased when you delete the VM. You could run a VM of Tails, but the host machine could be compromised.
Get a cheap $100 laptop to boot tails with. Bonus if it has a removable bluetooth and wifi module