I don't have any specific answers.  Perhaps there might be useful information in the Windows Event Viewer (eventvwr.exe) at the time that the dialog box appears... the Windows kernel may want to log that an application has requested such privileged access to the network device.  Otherwise, I'd try something like Sysmon, Process Explorer or Handle to identify the culprit.

If you have no network-monitoring application installed in the Windows VM, it could be that some Windows system service is attempting to detect network characteristics or optimize network performance... it would be highly unusual, though.  Another possibility (not that I wish to create panic) is that it might be malware which is attempting to capture network traffic, so make sure that your Windows antivirus/antimalware software is completely up-to-date and have it run a scan.

Cheers,

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Darius