Polymorphic Lookup in Virtual Tables appear with "no name" text and links always point to account table, while records are correctly related with corresponding table. Spport resolution was the one below, so this has been my action.

You have created a Multi-Entity Lookup field, not a Multi-Entity Lookup control. Our product does not currently support the creation of custom Multi-Entity Lookup controls.

This behavior is by design.

Currently, this is the expected behavior of the product, but this is not a resolution. I suggest submitting a feature request in the Ideas Portal, where customers can provide feedback and suggest new features for future updates.