The destination being a layer 2 Multicast MAC, fully explains why other VMs in that VLAN see any outgoing traffic that is routed over that router. Note that you should not see any incoming frames originating from router, as the destination MAC of these frames would be the unicast MAC of the respective VMs.
Also, physical hosts on your network would see all this traffic just like VMs unless your firewalls send IGMP membership reports and you have IGMP snooping enabled on your layer 2 switches.
So the behavior you're seeing is basically "perfectly normal", from the vSwitch/layer 2 side.
That being said, mind telling us what kind of firewall or clustering are you using? Is this some active-active firewall cluster that requires multicasting? In any case, the vendor ID 01-00-5e corresponds to IPv4 multicast addresses. Are you seriously using a multicast IP (e.g. 224.x.x.x) as your default gateway in this subnet?! I'm fairly sure this is not how things are meant to work in the IPv4 world.
