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.

Release notes, new fixes, and system requirements for all versions of Endpoint Protection
Article URL: http://www.symantec.com/docs/TECH163829

ThinApp cannot Virtualize Symantec Endpoint Protection which includes (Antivirus and personal firewalls). Please refer to the VMWare Website:

1. Open http://pubs.vmware.com/thinapp4/help/wwhelp/wwhimpl/js/html/wwhelp.htm
2. Browse the content from the path of the URL: Installing ThinApp : ThinApp Requirements : Applications That ThinApp Cannot Virtualize:

ThinApp cannot convert some applications into virtual applications and might block certain application functions.

You must use traditional installation technologies to deploy some application types.

• Applications that do not natively support the deployment operating system.

If an operating system does not support the native installation of an application, that operating system is not a supported ThinApp deployment platform for that application.

• Applications requiring installation of kernel-mode device drivers

ODBC drivers work because they are user mode drivers.

• Antivirus and personal firewalls
• Scanner drivers and printer drivers
• Some VPN clients