Potential attack vector by which a compromised desktop could self-propagate its infection to an otherwise securely segregated virtual machine, and vice versa, by moving undesired data and/or code back and forth between the two endpoints.
The goal is to not have ANY sensitive data within the client clipboard as there is malware or other programs that regularly accesses the clipboard. Defense in depth says to disable it specifically if you are moving between trust zones or deal with sensitive data in any way within a trust zone. This is one way data can be leaked. Data can leak faster than you can overwrite it. Humans are just not fast enough and forgetful, you may paste sensitive data into something where it should not be and leak it out that way.
If you do not deal with sensitive data then you can probably ignore. Note, that this is apropos to the VMware clients, other mechanisms as needed for things like RDP.
Edward L. Haletky
VMware Communities User Moderator, VMware vExpert 2009-2015
Author of the books 'VMWare ESX and ESXi in the Enterprise: Planning Deployment Virtualization Servers', Copyright 2011 Pearson Education. 'VMware vSphere and Virtual Infrastructure Security: Securing the Virtual Environment', Copyright 2009 Pearson Education.