did you resolve this? i have the same issue
fyi, I installed VMware fusion 11.0, the document called out for version 8.0.
I have solved this.. just i closed and open again, weird it went to next steps as given in the doc. installed a 11 version as well.
a) Install VM fusion 11 with create VM option and select OS of yours
b) click VM fustion 11 from deck
c) select file and open with cloudera vmx file
Jeeva, closed and open the app and it works...