Under VMWare fusion 8.5 you need to enable hypervisor support (it's not on by default). Go to Virtual Machine / Settings and click on the "Processors and Memory" icon. Under "Advanced Options" you can select the checkbox for "enable hypervisor applications in this virtual machine".

You may need to reboot the VM, after doing this re-run sysctl kern.hv_support, you should see hypervisor support is enabled.

I am able to fire up docker on a MacOS Sierra VM under VMware fusion, so it does work...