I have recently transitioned (back) to Fusion from Parallels, and this issue is making me want to cry as well. I use a lot of different desktops for different projects, but every time I try to switch to another desktop, either with Mission control or the ctr-arrow shortcut, and a Unity window is active on another desktop, it immediately returns to that desktop/window. It seems like Fusion is not relinquishing focus.
Please, please, please fix this. It's really nerve-wracking.
(Aside from that, I've been very glad to be back on Fusion, where I have a modicum of control and I am not constantly annoyed by pop-up ads threatening me.)
Fusion 8.7
OSX 10.11.3
Windows 7 (VM, not Boot Camp)