Currently none of the VMs which use ARM CPUs support nested virtualization. You can find this information on the series page for the VM.
Here are links to the current VMs that use the ARM CPU:
https://learn.microsoft.com/en-us/azure/virtual-machines/dplsv5-dpldsv5-series
https://learn.microsoft.com/en-us/azure/virtual-machines/dpsv5-dpdsv5-series
https://learn.microsoft.com/en-us/azure/virtual-machines/epsv5-epdsv5-series
For product feedback and feature requests I will refer you to our feedback forum. This allows the community to add their voice and upvote popular ideas. The forums are monitored and responded to by our product teams.
Please don’t forget to "Accept the answer" and “up-vote” wherever the information provided helps you, this can be beneficial to other community members.