Is the MAC address of my VM different to the MAC address of the host?
The VM will use a virtual MAC address to map to the physical device MAC Address.  Keep in mind that if you provide the MAC Address of the Wi-Fi Adapter from your MBA, that you're now locked to using that device for connectivity.  Thus, your VM will need to use that device as it's bridged connection to the internet.

You should provide the physical hardware MAC address to allow your device and your VM access to the internet.