@nemtsov
Yes, your screen captures show it is not getting an IP
However, when the broadcast goes out on the wan - what is it (em0) virtually connected to ?
show the section of the VirtualBox settings similar to that I am showing above. the adapters.
Then ask yourself is there a DHCP Server on that Adapter that can answer the call.
if nothing is seeing the broadcast, nothing can answer = No IP
Even with the pfSense box started and from the screen shown, you should be able to connect to the pfsense web interface from a machine in the virtual network 192.168.1. /24
That won't be an issue.
What IP range is the host machine in?