This happened to me too! I actually booted (via Clover) into Mojave and Catalina and had working native NVRAM, but somehow the setting was lost after I rebooted again via OpenCore. This caused me several hours of debugging to figure out; it never occurred to me the setting could be lost. I nearly gave up and went back to emulated NVRAM. Thankfully I had a bootable backup and could go back if needed!
EDIT: Before trying to boot my system via OpenCore, I made BIOS changes to disable the iGPU and change the operating system type to "Windows 8/10" per the OpenCore guide.
@docfiru reported he lost the MSR unlock after BIOS changes. Maybe that's related? I'll test again later today.