In fact, the "non-modal screen" is a workaround for a host OS bug. Before Apple support the separate Spaces, a blank screen will be shown on the extended display(s) when we switch an application to full-screen mode with multiple monitors in use. To solve this problem, Fusion used a customized full-size window to simulate the native full-screen window. So in this situation, you can put the windows of the other applications onto it.
After Apple adding the separate Spaces supporting, customers can use one of the multiple monitors to show native full-screen window and the other screens can also be used to show the host UI. We considered removing this workaround in Fusion, because this fake full-screen window was no longer in need, we'd like to follow the native behavior of host OS to avoid introducing more troubles in further design and development. So from Fusion 8.5.x, it has been removed.
For the workaround, could you try the Unity mode, if you have to stack the guest application windows and the host application windows on the same screen?