Ok. So what you're talking about is a VM that is only able to route to the internet via Tor, so it would be impossible for it to make a non-Tor connection (thereby compromising anonymity).
- If the host <=> guest tools are installed on the guest host, then it would be possible for the malware to install them itself.
- If the host <=> guest tools can't be enabled/disabled on a per-VM basis, then that could be an issue, as you would probably have VMs that you wish to use in a less convert capacity.
- The malware would have access to your browser for the duration of that session. Presumably any information that you accessed during that session is compromised. If they are consistently able to compromise you during every session, then any slip-up with PII during any session could compromise you.