Your GPU has to be VR ready, not the CPU. Doesnt work that way.
The iGPU on 2200g is not that powerful to support VR.
On a side note, if you are going by this page...
https/www.amd.com/en/technologies/vr-ready-processors then pay attention to "Step 2".
The rest is just marketing BS.
The 2200g has been newly launched and should ideally make it to that page later on, but if you have a decent VR ready card paired with it, it wont be a problem.
Edit: I just realized that it might not make it to that page due to lack of SMT, even though its pretty close to that 1500x. Those extra threads might be crucial for VR. If you can go upto the 2400g for a little extra, that should easily make it to the VR list.