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I am not sure what your circumstances were, but I was using a Mac to RDP to a Windows server to install nested ESXi servers under VMware Workstation.
The culprit was Mac’s way of sending F keys to VMware after a keyboard grab and it switches screens on you. Instead of install page you get the diagnostic message that can be ignored completely. This is not an error, just a warning.
To send the right key to VMware go to your Mac System Preferences, Keyboard and check “Use all F1, F2, yada yada yada”. Then use the Command key + F11 combo. Do not hold any other key. Repeat with other combinations when needed.