Storage vMotion provides a new UUID to the virtual machine, as explained in this VMware article: Changing or keeping a UUID for a moved virtual machine.

The new UUID would be unknown to the vShield Manager/NSX, Deep Security Virtual Appliance, or DSM, but would be recognized as protected via vCenter connection. Therefore, DSM reports "Anti-Malware Engine Offline".

To prevent this situation, do the following:

1. Deactivate the VM before performing a Storage vMotion.
2. Perform the Storage vMotion.
3. Activate the VM again after the process.