This problem seems to have been fixed with VMWare Fusion 7 on 10.10, but looks like it re-appeared on VMWare Fusione 11 and Mojave guest and host.
Messages logs in fine from host.
See Also
Re: Unable to activate iMessage in OS X Mavericks VMRe: Unable to activate iMessage in OS X Mavericks VM
Unable to activate iMessage in Mavericks VM