SOLUTION! 😎
Hi there, had this problem recently and your post led me to investigate it even more and not ignore and finally managed to find a solution. and its a simple one believe it or not. Here's what you do:
1) From your mac interface (while windows 8 is running), right click on the VMware Fusion icon and select the option Virtual Machine Library.
2) A new window should show, showing you the windows 8 you are currently running and what is displayed there at the moment. Right click on the Windows 8 screen and select the option Settings.
3) 3 rows of options will show, in the second row (named: Removable Devices), select Network Adapter.
4) Now you should be able to see the source of which your Windows 8 takes interenet. Mine was taking internet by sharing with my mac. so the option "Share with My Mac" was ticked. I did change that to "Wi-Fi" by ticking that option from the list "Bridged Networking" just under "Share with my Mac".
It would probably require administrative power to change that, insert your password and make sure the option Wi-Fi is ticked and then simply close the window.
Go back and launch Windows 8, your internet should be working fine. Good luck.