As conexões sem fio não podem ser interligadas. O wiki OpenWrt fornece uma boa explicação :
The 802.11 standard only uses three MAC addresses for frames transmitted between the Access Point and the Station. Frames transmitted from the Station to the AP don't include the ethernet source MAC of the requesting host and response frames are missing the destination ethernet MAC to address the target host behind the client bridge.
- Bridged Host sends a packet to the Target host
- Frame is relayed via the W-LAN Client and the MAC address of the transmitting wireless adapter is used as source MAC, the sending ethernet MAC is discarded
- W-LAN AP receives the frame and redirects it to the Target
- Target receives the frame and generates a response
- Target responds to the received frame using the (wrong) source MAC as destination
- W-LAN AP relays the frame to the W-LAN Client with the given destination MAC
- W-LAN Client receives the frame and assumes it is the final destination since it's wireless MAC is used in the frame, the packet is not forwarded
- Bridged Host never sees a response frame since the W-LAN Client became the destination, no connection is possible
O fato de o "Host em ponte" ser virtual no seu caso não importa.
O VMware Fusion no OS X pode se conectar sem fio, provavelmente está usando algum tipo de NAT de MAC.
"Media bridges" e repetidores WiFi genéricos abrem várias conexões ao AP upstream com diferentes endereços MAC, contornando o problema.
Uma solução muito simples para o seu problema é usar um adaptador WiFi USB. Você pode conectar todo o dispositivo USB à sua VM e usar o "WiFi nativo" dentro da VM.