We have the same issue as well.  We do have an SR with VMware on this, but with no luck on any of the suggested resolutions.

What seems to be the problem is the during the preparation process, the hosts will try to pull the VIB from vCenter Server, which in turn pulls the VIB from vShield Manager @ https://vsm-ip/bin/vdn/vibs/5.1/vxlan.zip.  I can download this zip file directly on the vCenter Server with a browser, so no network issues there, but the eam.log file in C:\ProgramData\VMware\VMware VirtualCenter\Logs shows the following error upon any attempt to download the VIB:

We get this over and over again with any attempt to prep the hosts with VXLAN.  Oddly enough, however, if I upload the aforementioned vxlan.zip file to a host and install it manually via ESXCLI, any further attempts to prep the hosts will add the necessary VMK to hosts with the VIB already installed.

This is also with all the hosts, vCenter Server, AND vShield Manager on the samve IPv4 subnet.  We've tried turning off the Windows Firewall completely on the vCenter Server, and enabled the firewall rule for outgoing traffic to TCP/80 and TCP/443 on the hosts with no luck. 

To anyone else with this issue, do you also see the above error in your eam.log file on the vCenter Server?