The restriction on MSR writes from the kernel people is just nuts. It's like they are saying: we know better, you're stupid and shouldn't be doing this so we just won't let you.
Writes to arbitrary MSR are still allowed by linux, but it'll squawk a warning with the PID from what poked the MSR. What has been preventing writing to MSR is microcode updates (loaded via Linux via initram/firmware, or via the vendor in a BIOS update), such as the one(s) in response to plundervolt https://plundervolt.com/
Writing to the plundervolt-related MSR was particularly helpful to undervolt a thermal-throttled laptop. So! Can either downgrade the BIOS and/or rollback the microcode that your distro is loading during boot.
Thank you for providing context and some background. There are so many legitimate uses for wrmsr I still think this move from kernel devs is quite openly user hostile.
I'm still fuming.