I went back and forth on this and could never get anything better than "Please setup VMDirectPath" after extensive discussion with HP.
I'm aware that's a terrible answer because it means you can't then use that FC HBA to serve SAN access. I raised the same issue you did regarding HP documentation implying otherwise and insisted it got escalated to management - but only got the same response back.
Ultimately, we needed a physical server for backups (since you can't attach a tape drive to a VM) so we figured we may aswell setup CV there.
I'd be very interested to see where you get with this.