Hi voidp, and welcome to the VMware Communities!
You've found a feature! Our virtual machines support virtual PCI/PCIe hot-add and hot-remove, so those devices should actually be ejectable. The physical host you are comparing against obviously doesn't support PCI/PCIe hotplug. 
If you don't want those items showing up in the "Safely Remove" list regardless, power off and snapshot your VM, then try using your favorite text editor to open the ".vmx" file inside the virtual machine's directory, and add
devices.hotplug = "FALSE"
to the VM's configuration. When you power it on again, those devices should no longer be hot-removable. I have absolutely no idea how Windows will take that change... it might get horribly confused about this unusual modification to its "motherboard"... so please be sure to take a snapshot before trying this!
Cheers,
--
Darius