Instead of using an USB filter, just connect the wireless network on the host operating system, and define a bridged or NAT connection in the VM configuration.
On the image referenced in the comments, you have both a bridged adapter to wlan1 and an USB filter.
According to the VirtualBox manual, section 3.10: "VirtualBox can allow virtual machines to access the USB devices on your host directly. To achieve this, VirtualBox presents the guest operating system with a virtual USB controller. As soon as the guest system starts using a USB device, it will appear as unavailable on the host.".
So, if the USB filter is pointing to the WLAN adapter, it will disappear from the host OS when you boot the VM, also disabling the bridged adapter. In that case, remove the USB filter from the configuration.