That can’t be right or I misunderstood you - if you are on VM Host and try to copy VMs (the vhd files) those files are supposed to be real size ( 100GB VM will NOT have a 100GB file if it’s not used those 100GBs) (unless you used static, not dynamic, disks, those are fixed size)
Now, if you are talking about backup from the inside - yes and then UrBackup should have some compression built in for cases like that. Ideally it should copy only the blocks that are used, you are 100% sure that’s not the case?
And I was talking about taking backups on Host, not on VMs themselves. Also, dattobd IS supported, it’s just that you have to install it manually 
Only works on x86_64 systems though.