Hi,
That's a standard feature from macOS when you're in full screen, as Fusion is using the native full screen API's nowadays, you do get this behavior in Fusion as well.
Having said that... it can be disabled by using a little trick.
The way to disable menu and dock from appearing is to set the mouse preference in the preferences screen to "Always optimize mouse for games" instead of "Auto-detect mouse for gaming".
Note that you have to click into your VM one time, before the dock stops from appearing.
--
Wil
