Okay, the end of this story thanks to Vijay from VMWare Tech Support - FYI:
1) I am using Windows 11 as a host which is not yet fully supported. As a result, creating a VM requires some quick press on the space bar as soon as the image loads. Apparently, VMWare will support Windows pretty soon.
2) I better use the Microsoft Media Tool to generate my Windows 10 ISO file (https://www.microsoft.com/en-in/software-download/windows10#d2784474-fdb0-4e9d-9e47-5e88c0e053ec). Alternatives found on the web may generate a "weird" behaviour to avoid.
I hope this could help you if you are stuck.
