It seems that, in order to pass traffic between guest VMs, it is not necessary to connect them to a vnet, be it default or custom.
I use VMware Fusion 7.1.3 as host and two virtual firewalls Cisco ASAv. When I configure their interfaces in the same subnet I can pass traffic between them (plain ICMP, haven't tried other types). Until now, I thought I would have to connect the firewall interfaces to a vnet in the vmx file (s. #582773) — but it doesn't seem to be case. It is as if the host would handle the traffic like VirtualBox's private networks, but without even configuring it. I couldn't find documentation to this regard though.