ince you are running Fusion on Catalina host, my guess is it should related with Security & Privacy Settings. So, can you open System Preferences==>Security & Privacy==>Privacy==>Microphone and see if Fusion is listed. (Expected result is you can see Fusion exists in the list)

Also, when first time you open Voice application in Windows 10 guest, you should be able to see the prompt window like this:

You need to click OK button to allow Fusion to access the microphone device.

Regards,