Interestingly, this doesn't appear to be an issue for virtual machines that were created from physical machines using VMWare's Converter tool. I can set these to autostart and when I view them through VMWare Workstation 17 Pro, the machine's screen appears and I can just log right in.
Maybe creating a VM from an OS installation (i.e. from scratch) has something to do with it. I agree that it's an annoying issue.