To provide SSE 4.1/SSE 4.2 support to guests, the host CPU has to implement these instruction sets. The instruction sets are exposed to guests by default, but it is possible to disable the instructions for certain guests by using the following commands:

$ VBoxManage setextradata VM-name \
VBoxInternal/CPUM/IsaExts/SSE4.1 0
$ VBoxManage setextradata VM-name \
VBoxInternal/CPUM/IsaExts/SSE4.2 0

These are per-VM settings which are enabled by default.