From the ESXi host "A" we don't see the traffic generated by the VMs on the ESXi host "B" (which sends to the multicast MAC address too).
This is becouse (I think) the Catalyst is instructed to route the traffic directed to "01:00:5e:28:13:01" to a specific port. (Am I right?)
Yes, in this case it seems like your physical switches forward the traffic directly to the ports the firewalls are attached to instead of flooding it to all ports in the VLAN. They would do this because the FW is most likely sending IGMP membership reports and the switches have IGMP-snooping enabled, allowing them to track where which multicast addresses are actually present and thus prevent the default flooding mechanism.
Unfortunately, the vSwitch (or distributed vSwitch too) has no such feature and will always flood frames originating from a VM with a multicast MAC as destination address to all ports in the VLAN besides the physical uplink. This is also explained very well here:
http://blog.ioshints.info/2010/11/vmware-virtual-switch-no-need-for-stp.html
Limited flooding of broadcasts/multicasts
Broadcast or multicast packets originated by a virtual machine are sent to all other virtual machines in the same port group (VMware terminology for a VLAN).