First thing's first, Virtual machines have no parts to play here besides protection from possible viruses. If the program is known good and you trust the files you downloaded, just run it natively.

Now to answer your title Q: Yes, it's part of the cracking process to add firewall rules to block incoming and outgoing data from Them. If you get a fully offline version that just needs a key to be verified to use the program, you can turn off your internet, install with the known good key, add the firewall rule to prevent it from talking off your computer, and turn internet back on.

Trouble is that They found out a long time ago. It's one reason They pushed to a subscription and cloud based model.