By vmx-root code execution in HyperDbg, we mean that the code is executed after a vm-exit and before VMRESUME instruction.
By vmx non-root, it means that the code will be executed in regular kernel-mode codes.
You should be cautious if you want to cause vm-exit in vmx non-root. For example, you should not execute CPUID in vmx-root as it makes your logging mechanism slower. In other words, there is no limitation, but you have to know what you want to do.
Please make sure to avoid "unsafe" behavior in vmx-root mode.