Ford changed the tires and now they can't drive on the interstate. This would be like them changing the asphalt on the roads and urging car manufacturers to change the tires they use. As it is now, we can't even tell them because support is non existent for Fusion and I am certainly not going to pay an additional 50 USD just to file a bug report. Users should never ever have to poke around those settings, it should just work! VMWare should be aware of the issue and resolve it once and for all by pushing a patch. It is more complicated, as bridging is a layer 2 function, routing and NAT is layer 3, etc. However, this doesn't work for network bridges, which for some reason also pop up now, even when you are selecting 'NAT' for the VM. If (as it should be) you are using NAT on your VM network settings, there should simply be another utunY device and you can 'teach' your Mac to also NAT that behind the VPN. However, your VMs are not aware of this change, and your Mac as a host doesn't know, where to pass on the packages that come in from the VMs, so they end up in Nirvana. Your VPN software creates a virtual network adaptor for that, called utunX.
In other words, once you connect your VPN, all your traffic is routed through that new connection. When you connect your VPN, many configurations (and most corporate ones) don't allow split tunneling.
While I have no solution to it, I can explain, why this is happening