Resolution
Security Manager can automatically install an agent on the physical nodes of a cluster. It is not possible to install a functional agent on the virtual node of a cluster, only physical nodes are supported.
For SM 5.5, SM 5.6, SM 6.0, SM 6.5 - It is necessary to configure an EXCLUDE rule by opening the Agent Administrator, selecting Managed Agents, and then Configure Agent Discovery Rules. Click on Add and then choose Exclude computers. This will prevent Security Manager from attempting to install an agent on the virtual machine and thereby generate an error.
For pre SM 5.5 - It is necessary to configure an EXCLUDE rule in your Managed Computer Rule to prevent Security Manager from attempting to install an agent on the virtual machine and thereby generate an error.