With that error message I'd say that the most likely reason is that the download did not go well and that the downloaded .dmg file is corrupted.
You can verify it from the terminal via the md5 command.
According to the download page at the website, the md5 hash should be: MD5SUM: 4f5fed0dab9a6ecaf7a8f35fe2434e13
So I just downloaded it here and ran the test:
$ md5 VMware-Fusion-11.0.1-10738065.dmg
MD5 (VMware-Fusion-11.0.1-10738065.dmg) = 4f5fed0dab9a6ecaf7a8f35fe2434e13
I can also mount the .dmg without errors.
Will install it later today (typing this in a VM, so cannot continue until I shutdown my VMs)
edit: ran the above installer and it worked fine for me.
Wil| Author of Vimalin. The VMware Fusion Backup app for virtual machines |
| More info at http://www.vimalin.com |
| Twitter @wilva |
| Wiki at http://www.vi-toolkit.com |
| http://www.vimalin.com/why-is-time-machine-not-a-good-backup-for-virtual-machines/ |