No, this is no security issue. This is how bridged ethernet works. If you want to transfer secret data you have to use encryption.
Anyway, to just hide the traffic from other VMs you can use VLANs (or separated physical networks).
The you have either:
* a serious miss-configuration. Maybe you exposed the internal port to the internet (instead of the external port)?
* an internal spammer (check the sending IP address to verify that)?