This is not related with VMware and is the expected behavior of a Microsoft Failover Cluster, take a look here: Windows Server 2008 R2: Networking in Failover Clusters | TechNet Magazine
Windows Server 2008 Failover Clustering now uses a virtual network adapter called Microsoft Failover Cluster Virtual Adapter to communicate between nodes in the cluster. You’ll also see this in Device Manager under Network Adapters (select Show hidden devices). You’ll also see it when issuing the command IPCONFIG /ALL. This network adapter handles all packet routing over the proper networks for communication, joins and so on.
This adapter will have an APIPA address defined in the address block 169.254.0.0/16. In IPv6, they’re assigned with the fe80::/10 prefix. In some environments, when adapters have an APIPA address, those adapters are disabled. If you disable the Cluster Virtual Adapter, you’ll disable communication between the nodes.
Additional information: http://blogs.technet.com/b/askcore/archive/2009/02/13/what-is-a-microsoft-failover-cluster-virtual-adapter-anyway.aspx