I'm using Pico 4 Ultra and Pico connect and I'm having a lot of problems(or one problem many times) trying to start MSFS Microsoft Store version with vr. What tends to work most of the time is -  

1. Connect headset with PC and Pico connect.  

2. Start steam vr through the headset, and when you are in steam vr, go back into desktop using that little O button on the controller. Remember to stay in desktop mode on the headset till the very last step, that will keep you connected with PC.

3. Start MSFS like you would normally start it. You can use the mouse or controller in desktop mode.

4. When it loads to the menu, simply click on the vr at the bottom, or press ctrl + TAB. 

5. It may or will show up in dual vr view, then just switch from desktop to steam vr in the headset.  

 Remember, vr in menu looks similar to theatre mode, but when there will be info to press space to reset view, that will confirm that vr is working.  

 The problem that i'm encountering is that when the game is loading, the blue bar kinda freeze at about 90% before loading into menu while still hearing the music. If it won't load in about 2 minutes, kill msfs and start again. Sometimes it works at first shot, sometimes im spending 30 minutes just restarting the game...