Hi Luc, and welcome to the VMware Communities!
I've investigated this and found that our NAT daemon simply doesn't have support for TCP window scaling. Mainstream OS support for TCP window scaling didn't arrive until several years after the NAT daemon was written, and it looks like we simply never added support for the option. I agree that it would be very sensible to support it... I've filed a feature request so that it'll be on our "to do" list and hopefully will appear in a future version of VMware Workstation.
Thanks for bringing this to our attention.
Cheers,
--
Darius