But it's tightly integrated with the CPU itself. The VRM dos nothing without the CPU saying so. Whatever voltage it requests, the VRM will comply.

For a glorious short time with Haswell, the VRM was fully integrated onto the processor die. It led to increased heat, obviously, but if you properly cooled the processor, you could stop worrying about your VRM failing.

VRs can be off chip (MBVR stands for motherboard VR) versus on chip (FIVR stands for fully integrated VR). In both cases, there exists a protocol called SVID that allows the processor to send voltage control commands. The MSR is merely the interface or proxy for these commands.

MSRs can do anything, really. They're also not universally "registers" in any meaningful way. Basically, instead of adding new instructions for everything, CPU designers just add a new MSR. Its kinda like how the kernel assigns a new major/minor for every new device driver instead of a new syscall.

MSRs can also be added by microcode update as we saw with MSR_IA32_SPEC_CTRL, which was used to mitigate Spectre (among other things).

Disclaimer: I work on Linux at Intel, and I was one of the ones posting in that LKML thread quoted in the article.

The CPU is controlling them (under normal conditions).