Outbound connections not alerted

Hello there,

I was testing Malwarebytes MBAM in a VMware virtual machine.
Network setting of the VM is NAT.

On the host computer I have Comodo Firewall configured with custom policy and Alertsettings set to Very High.

Whenever the VM makes an outbound connection I am alerted by the firewall that vmnat.exe wants to connect to the internet.
When I checked for MBAM updates I noticed that Comodo firewall stayed mute, no alerts.
Looking into outbound connections I saw connections of vmnat.exe to several IP addresses not alerted to me.


What am I missing here?