So you're copying data from a virtual machine to your physical desktop, and that's slow? Have you tried copying any other data to your physical desktop to compare the speed?
Typically a desktop will have a rather small amount of write buffer (typically a portion of memory) and cannot acknowledge the writes until they are actually written to disk (versus a cache or buffer). Obviously an enterprise SAN is going to have a significantly more powerful caching and writing system versus a desktop with just a single or few spinning disks. 