Seems like here is the chain of calls:
+------------------------------------------+
|sudo package: |
| audit_logger() |
| \ |
+--------------\---------------------------+
|audit package: \ |
| audit_log_user_command() |
| audit_send_user_message() |
| audit_send() |
| \ |
+-------------------\----------------------+
|kernel: \ |
| audit_receive_msg(): |
| ... |
| if (!ve_is_super(skb->owner_env)) |
| return -ECONNREFUSED |
| |
+------------------------------------------+
So, it is prohibited to use audit inside VE (and sudo is build with audit support).
The patch from
https://bugzilla.redhat.com/show_bug.cgi?id=401201
should resolve this issue (but the problems are different)