I have troubleshot the problem of network connection on guest host (in my case it's Kali Linux) and I have found two temporary solution
1. Install VPN client on guest host and connect to Internet via VPN - it works because is omitting NAT engine problems inside Fusion/MacOS
2. Connect via "Share with my Mac" option but in this case you have to change guest DNS address for permanent valid one (by default it's your Mac virtual interface adapter used to connect to your VM guest and if its set to automatic - doesn't matter on Linux or Windows - It's gonna to be changed on every restart)
For now I have no solutions for direct for "Autodetect" and "WiFi" options.
I hope it helps
PS. Today I've checked my friend Mac with exact the same configuration as mine (corporate standard) and he has no problem at all.
But difference is that he was installed his guests systems after upgrade to Fusion 12+ and Big Sur where mine were converted from Fusion 11
