Using the dual band 5Ghz antenna on my PC worked perfectly fine - I could pick a dedicated 40Mhz band and max everything. It doesn't make sense why this would be worse than a dedicated router, unless you don't know what you're doing to set it up, or the onboard Wifi is bad.
Just FYI, the developer of Virtual Desktop has been saying on reddit that VD doesn't work well with hotspots as compared with dedicated routers. I can't find the original post which was more detailed if I remember correctly but here's a more recent one saying don't do it. For some reason its higher latency and could explain the 50-100 ms delay you are experiencing. Godin recommends routers from TP-Link and Asus as working especially well with Virtual Desktop.