This could be 2 different things:

1. running from a share in general
   some malware might not be ready to run from a network share in general. Firs copying to c:\temp or something like that would probably fix the issue.

2. anti-anti-malware / sandbox detection<
   The network sharing in the virtual box requires the vbox drivers to be installed - which is detected by some malware. To avoid this it might be possible to use ftp or http from the host system (which would require ftp-server or http-server on the host system).

Is there any updates on this? Regarding the 2 recommendations by @malwarenights, I know VMCloak transfers files by HTTP with the agent running INSIDE the VM but that would require a client inside and I don't think we would want that. Vagrant can upload files with the file provisioner so I think we should go with that and upload them to temp or, even better, to a configurable path. Thoughts?

Yes, having an additional method of file sharing (more like file copying to the VM) would be interesting and I would support that development.