I upgraded my Mac to Catalina, bought Fusion 12 PRO and created a virtual MACOS Mojave machine by retrieving all apps from Time Machine.

Now I realize that the function keys don’t respond the same to the real machine, but in the virtual machine preferences —>  keyboard there is no choice I used over the real one regarding function keys.

This is the option in the Catalina real machine:

while in the virtual machine this choice is not there