While I've not had an occasion of late to use a USB WiFi Network Adapter connected directly to a Virtual Machine nonetheless in the past when I did I had no problems. That said each OS I connected it to was officially supported by the USB WiFi Network Adapter's Manufacture and I installed the appropriate software/drivers necessary for it to function as intended.s
That said, assuming you've done the same, then the only suggestion I have other then performing normal diagnostics as if running from a Physical Machine it to try configuring the device statically vs using DHCP as a workaround and or just to see if the device can work at at.