Clarification:
I am seeing this problem with fresh installs of Ubuntu MATE 15.04 from the .iso file. I have also seen it with a fresh install Linux Mint MATE 17.3. I have also had problems with full screen in older Linux installations, mostly Ubuntu. They worked with full screen mode in earlier versions of Fusion, but not in the current version 8, so I deleted the virtual machines and tried to start over with the same results. I remember trying to get Ubuntu 14.04 to work as a previous virtual machine (from Fusion 7, maybe 6 too) as well as new installations.
In all cases, the screen would show an enlarged view of a lower resolution screen. I could change resolution from within Linux, but none of the distros I have tried offers a native 1920 x 1080 screen that matches my iMac 21.5 inch. I could work from within Linux to add the new resolution, but it is a pain to do, and full screen mode always used to work when I was running OS X Mavericks with Fusion 7.