Hello there
I've been just working in my Windows 11 guest and noticed that my keyboard kept dropping out. I narrowed it down to the mouse cursor exiting the VM guest's window. I found the Edit > Preferences > Input options pane, and confirmed that while it works fine in Kali, it does not get honoured by the Windows 11 guest. Also VM > Grab Input doesn't do anything either (though i'm not familiar with that option anyway).
I'm on VMware Workstation 16 Pro (16.2.1 build-18811642).
Latest VMware tools in Windows 11. Windows11 patched to current.
Host OS is Linux Mint 20.2 (Ubuntu 20.04 LTS base), also patched to current.