Hm, maybe I'm mixing up something here, but all I can say is that it works like this on my machine: I have a VM running in bridged mode, I'm connected to my home router using Wi-Fi, and I can see the virtual MAC address of the VM on the router management interface.

Possibly this is just at the DHCP level, though, and what the router sees just comes from my host MAC address? A quick packet trace suggests that.