Changing MAC Address on Hyper-V and routing fails

With a traditional computer, running Windows, you can simply go to the network card, change the MAC address and everything works as expected. 

But recently I did this on a Hyper-V server in a SCVMM network and while it would work correctly on the local subnet it could not route to a adjacent connected network. I would fail to ping the remote router.

So to correct this make sure you update the MAC Address in SCVMM computer object.