Do you select NAT default virtual network on the VM setting?
Yes I did.
Link state is even ticked. It boots fine, and does not give any error messages. Just when I click on install it asks for an internet connection. My config looks exactly the same as the one in your window.
Try again from zero,I think i remembered that I had the same problem some time ago with mac kvm and my solution was to restart from the beginning, erase all mac files and restart with git clone, I never knew what bug was that. 
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