Experimenting I found solution when include compute policy ID then I can capture vApp to template.
After that when deploying VM from template it have correct compute policy and host-affinity rules will place VM's
on specified ESXi hosts.
Something like this:
<CaptureVmParams>
<Source href=" " />
<VdcComputePolicy
href=" "
id=" "
name=" " />
</CaptureVmParams>