I just wanted to a bit more context here, and it is too long for a comment.
First, there have always been platform differences in the available features, going back to V1. These were mostly on the FE side, but it's certainly not unprecedented on the language side. For example,
CurrentImage was available on Mac and Windows well before it was on Linux. Had we actually shipped Mathematica 8 for PowerPC (it was pulled late in development because there were too many Apple bugs to work around), it would not have had the
"MKL" method for
Second, version 13 will ship as a universal application bundle, so if there are features missing from one version it will be much easier to just launch it under the other architecture and get the missing features.
Now, as to what's "missing" from the ARM version. There are two groups here. The first are things which only run under Rosetta 2, but are not directly in the kernel so they "just work": WSM functionality (not yet ported), RelationalDatabase & related (porting in progress, but we need Oracle to ship a native driver before we can finish it), and StartWebSession with the Gecko driver (there is now a native driver, so hopefully this will be fixed for 13).
The second are things which are part of the kernel and thus cannot be used with a native kernel, period. MOSEKLink isn't available, because it is a connector to a commercial package which hasn't shipped a native version. Beyond that is anything which depends on MKL/IPP for which we don't have a replacement library. AFAIK, that's "Pardiso", "FEAST", and the "MKL" randomness generator (obviously). I think for everything else we have a replacement, though it may not be as optimized. MKL is very highly optimized and even under Rosetta 2 can outperform native libraries in some situations. So for numerical linear algebra and image processing, you should experiment and see what works best for you. (As opposed to symbolics, where the native version wins hands down.)
"Pardiso", or any other missing feature is important to you, send feedback to support. The more people ask for it, the easier it is to devote resources to finding or writing a replacement.