Solution: http://superuser.com/questions/542305/suspend-vms-on-host-shutdown/548095#548095
Solution: Run the VM as shared VM (http://blogs.vmware.com/workstation/2012/02/vmware-workstation-8-as-an-alternative-to-vmware-server.html) and use a Windows shutdown script (logoff won't work (testing your script as local administrator also fails due to the same reason), because shared VMs are executed by a service running as a more privilieged user (probably SYSTEM, didn't check). Use vmrun.exe with suspend parameter in the shutdown script.