The Commonwealth, or any agency of the Commonwealth, is authorized to exercise any of the powers granted to political subdivisions by this chapter, and when so doing shall be subject to the provisions of this chapter; provided, no agency of the Commonwealth may without the prior written consent of the Governor join in any self-insurance pool provided for in this chapter where, pursuant to the provisions of Article 5 (§ 2.2-1832 et seq.) of Chapter 18 of Title 2.2, the Division of Risk Management has established an insurance plan providing the type of insurance coverage that would be provided to such state agency under the provisions of this chapter. However, nothing contained in this chapter shall affect any insurance plan now or hereafter adopted pursuant to the provisions of Article 5 (§ 2.2-1832 et seq.) of Chapter 18 of Title 2.2.