Drag&Drop Support in VMWare Fusion
I found out today that it does work with VMware Fusion 10.1.2 and VMware Tools 10.2.5 on Mac OS X 10.11.6 El Capitan but it doesn't work for me on macOS 10.13.4. 

Probably this has something to do with User Authorized Kernel Extension Loading (UAKEL). If your Mac is managed by an MDM, kernel extensions are managed by User Approved MDM Enrollment (UAMDM) a management profile. 

As far as I understand how Drag and Drop works, it used some kind of filesystem driver. Maybe this used to use a (third party?) kernel extension which is no longer trusted? 

Further Readings:

UAKEL: https://developer.apple.com/library/archive/technotes/tn2459/_index.html

UAMDM: https://derflounder.wordpress.com/2018/04/12/whitelisting-third-party-kernel-extensions-using-profiles/?_sm_byp=iVV4WQj4MknqbVsJ