As noted here, VirtualBox does not know how to emulate Wi-Fi. It can connect a guest to the host's Wi-Fi, but the guest will continue to think that the connection is one of the "up to eight virtual PCI Ethernet cards".
But Genymotion, which is a wrapper over VirtualBox, manages to do it. Is there anything to do in VirtualBox that replicates what Genymotion does and opens an emulated Wi-Fi option?
It may seem redundant to use Genymotion over VirtualBox only for this supposedly basic functionality.
I have a theory even though it may be far-fetched. According to the online research, VirtualBox can connect USB Wi-Fi dongles to the guest. Would that be possible? Genymotion found a way to simulate a USB Wi-Fi dongle?