For Ubuntu, If you’re running Wayland in a Linux guest (which is the default on recent Ubuntu, Fedora releases), drag/drop doesn’t work properly. It requires X11. This problem is not exclusive to Fusion on M-series Macs.
Try disabling Wayland and running Xorg if you need drag/drop. The instructions to do that will vary depending on the desktop environment you’re using - search the web for guidance.
For Kali, what desktop environment are you using? If it’s GNOME it may have the same issue as Ubuntu. If it’s Xfce, I’m seeing the same behavior on Drag/drop, VMware is putting the file in a temp folder in the VM, but the desktop environment doesn’t seem to be picking it up. Not sure if that’s a desktop environment problem (which would need a bug report filed) or a VMware problem. My feeling is that it’s the former.