Symantec does not support their Endpoint Protection client (SEP) running in an application virtualization technology such as ThinApp or App-V. VMWare has confirmed this on their Website.
ThinApp cannot convert some applications into virtual applications. These might block certain application functions like Symantec Endpoint Protection's feature sets. You must use traditional installation technologies to deploy and install Symantec Endpoint Protection (SEP). Please reference the System Requirement and Release Notes for more information.