@iFloris:
Recently I ran across a similar problem.
The latest update to 5.01 (not the Pro version) fixed it for me.
Have you tried 5.01 yet?
I am not sure if Fusion 5.0.1 solved it or not.
I have moved my PFsense FW VM to a different Mac. The original phsyical host had only a single ethernet, and an Airport card. The PfSense interfaces were:
em0 = WAN = Mac Ethernet
em1 = LAN = Mac airport card
I have moved the VM to a new Mac, a Mac Pro tower which has two physical ethernet ports.
Also… I rebuilt the VM for pfSense and this time I chose not to upgrade the VM hardware. I stuck with the older version of Fusion 4.0 rather than update the HW to Fusion 5.0 (Even though the VM is running under Fusion 5.0.1)
I have it working. But... at some point I will move the VM for pfSense back to my Macbook Pro and test it again with a single ethernet and an airport.
Unfortunately too many things changed within my environment for me to determine what the fix was.