What you’ve found is that among those oscillators, VCV VCO is the only one that actually performs linear frequency modulation. Most modules that advertise linear FM actually perform “FM” as popularized by Yamaha, which is really phase modulation and not frequency modulation.
A few oscillators can do both FM and PM, such as Valley Terrorform (enable the True FM button to switch).
Check out my “FM Test Patch” thread for lots of audio comparisons comparisons along these same lines: