Jan 17 15:04:22 hostname multipathd[625]: sda: add missing path
Jan 17 15:04:22 hostname multipathd[625]: sda: failed to get udev uid: Invalid argument
Jan 17 15:04:22 hostname multipathd[625]: sda: failed to get sysfs uid: Invalid argument
Jan 17 15:04:22 hostname multipathd[625]: sda: failed to get sgio uid: No such file or directory
The problem is that VMWare by default doesn't provide information needed by udev to generate /dev/disk/by-id entries. Apart from ESX, VMWare Workstation (my case) is also affected. The resolution is to put
disk.EnableUUID = "TRUE"
to the virtual machine definition, i.e. into the *.vmx file or via Edit Settings -> Options tab -> General -> Configuration Parameters in ESX UI.
After rebooting VM with this parameter set, the disk are visible in /dev/disk/by-id and multipathd doesn't complain anymore.