RT2800 USB: monitor mode using Virtual Box

Information

I am using a WiFi USB Adapter and the latest version of Kali running under VirtualBox.

Chipset: Ralink RT2870/3070
Driver: rt2800usb
Manufacturer: TP-Link
FCC ID: TE7WN727NV3

It is supposed to support monitor mode and packet injection: https://wikidevi.com/wiki/Rt2800usb

lsusb returns:

Bus 001 Device 002: ID 148f:5370 Ralink Technology, Corp. RT5370 Wireless Adapter

lsmod returns:

usbcore, rt2800usb, rt2x00usb, rt2800lib, rt2x00lib, mac80211, cfg80211, crc_ccitt and rfkill.

As I said, I'm using the latest version of Kali, so it should have the drivers already installed. The version of VirtualBox is 4.3.12.

Problem

It seems that the adapter is being detected and enabled by VirtualBox:

And it seems to work in normal mode:

However, when I try to setup the monitor mode, it doesn't seem to be able to detect any AP:

Question

What is going on? Why It is not able to find any AP?