LACP/802.3ad requires protocols normally provided in a network switch which AFAIK Fusion or workstation does not provide with ther virtual networking configurations.  Without switch ports configured to deliver these protocols, the bonding attempt at the system will fail. 

Not sure this helps but if your guests are Linux the kernels have other network bonding modes that do not require special switch configuration and might work with multiple interfaces on Fusion (haven’t tried it though). Check out the docs on the Linux bonding driver.