I tried this also and didn't have any luck.
I was successfully able to transition between a Window in the Shared space and into an Immersive Space. There's a new project template you can setup that will configure all of this for you.
Unfortunately, trying to spin up ARKit to request permission for World Sensing simply doesn't manifest the authorization prompt window at all. I tried both explicitly calling as well as implicitly (calling run on an ARKitSession instance is supposed to do this as well).
I'm not sure if there deliberately just won't be support for ARKit in the Simulator, or if it's coming in a later beta seed.
Hopefully they can find some way to add it soon. It might make creating experiences for an AR-oriented device pretty difficult if we can't do that until we get our hands on some hardware.