The VM has a port group specified in the VM file that doesn't exist, so vSphere was kind enough to assign it to the default port group on the vSwitch. This is common if you copy complete VMs between environments instead of deploying a new VM from a template for example.
You need to edit /etc/mail/sendmail.mc and add the following line:
this will stop sendmail from looking up the mail server via MX records and just use the one you specified.
Restart sendmail after you've made the change.
If you clone a VM from one iSCSI Storage (Target) to another, then the ESXi Server reads the VM from the Source Lun and writes it to the Target Lun. The Storages don't communicate directly with each other, so a direct connection does not help.