Maybe it helps to check if there are leftovers from another Fusion installation. I had the same high CPU usage by vmnet-natd and I ran
sudo kextcache -clear-staging
sudo kextcache -invalidate
Remaining data from Fusion in /Library/StagedExtensions was removed, no more high CPU usage trouble so far on Macbook Pro with Big Sur 11.6.2 and VMware Fusion 12.2.1