Please refer the SMU guide (page no 20), it's clearly mentioned "If you have the Performance Tier license, you can use SSDs for virtual disk groups."
https://support.hpe.com/hpsc/doc/public/display?docId=a00017707en_us
Also you can check best practice whitepaper (page no 5), it's clearly mentioned "A license is required for the Performance Tier for mixed SSD and HDD systems. For a system with only SSDs, the Performance Tier license is not required."
https://h20195.www2.hpe.com/v2/getdocument.aspx?docname=a00015961enw
So this is the reason you are not able to create VDG with SSDs
Hope this helps!
Regards
Subhajit
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