Parallels Desktop 8 now has Coherence (their Unity) also for OS X (Server) guests; but it's really not ready, yet: sometimes it works, sometimes not (with an error message); there are also graphical glitches, such as the guest's desktop reverting to a grey background and also grey shadows on the guest's dock icons while in Coherence mode; also, the guest's menu bar and dock remain visible while in Coherence mode.
Definitely something that should be improved upon, both globally and in detail.
Let's hope that Fusion's hypothetical implementation of Unity for OS X (Server) guests will be better, if really envisaged (hopefully, they are considering it)...
In the meantime, a reasonable (I hope) feature request: a more complete Fusion Applications menu (the one in the host's menu bar) also for OS X (Server) guests, thus showing shortcuts to relevant items on the upper left side and all applications on the right side (exactly as for Windows guests; and also Linux guests should have full feature parity, on this front).