See this thread: https://forums.comodo.com/firewall-help/firewall-failing-to-block-loopbacklocalhost-communications-between-vm-and-host-t51492.0.html.
To summarize: Both Virtualbox and VMWare can communicate without supervision from CIS with the host.
OS: Windows 7 x64
Latest version of v3 of CIS
In particular, Ronny’s install of CIS blocks telnet attempts to 445 from a virtual machine running in VMWare to the host. I can, both on my initial install of WIndows 7 x64 when I made the previously linked-to thread and on a clean install since then, telnet from the VM to port 445 on the host and establish a connection without an alert. Rules are set up correctly and block all mode does not block traffic between the VM guest and host.