Hello,
most likely you will have to whitelist the requests in some way from MWG. I assume VMware View is not speaking plain HTTPS but embeds some protocol which MWG won't understand. Additionally the error message claims authentication failed, so if may be that the VMware View application does not understand when the proxy asks for authentication.
I would look at the access.log and check what URLs are requests and place an whitelist entry for SSL Scanner or an ICAP Bypass for the URLs requested to make the application run through MWG.
Best,
Andre