These files are probably locked on another host.
You can try to connect to the host directly where the VM is running on using the vSphere Client. But seeing that the VM is running, how do you expect data integrity during your copy process? Data might actually change in the mean time.
You can try to clone the VM which will result in a snapshot being made and the base disk copied then, which you could copy over to your lab environment. Or you can also try to use VMware Converter Standalone with a V2V conversion. Both would result in a consistent migrating even though the latest changes from the snapshot time would not be in there and for the live conversion you should actually stop all processes in the VM when possible.