As a normal user without admin rights, you can theoretically kill the Windows Guest OS (for example if you are connected through Citrix or Remote Desktop Services) by safely removing the VMXNET3 adapter on the bottom right. This is very bad and is apparently “by design”.

To hide the icon proceed as folow:

With the VM powered off, click Edit Settings > Options > General and configuration parameters. Add row and then type devices.hotplug. As a value insert FALSE. You can then power on your machine.