Found it !!!!
The installation manual says to enable guest customization when you deploy this VM inside the vCloud as a vApp. But when enabling this, somehow also the option "Password reset" also got enabled and this autogenerates a local administrator password. What happened was that the appliance would get deployed with the user admin and password vmware, but the root password was then reset because of this setting to an autogenerated password.
I redeployed the vApp, made sure the password option was NOT set and now I can use sudo without issues.