It was simply the NumLock key that "activated" by the guest when the virtual machine started.
I have no idea of why this is the case with this single guest, when all other guests are not having this issue.
The default behavior for the NUM key is off when a virtual machine is created and powered on.
You can boot into the virtual machine BIOS and change the default behavior.
VM > Power > Power into BIOS
Change the Keyboard features on the Main Tab. Set NumLock to Off.
I already know this setting, and that is not the answer to the problem.
The NumLock setting is set to "Off" in the guest as I allways do.