Here is Parallels Support response. I did not try this, as I'm already using RenatN's fix and it's working. I hope Parallels now knows what the issue is and where to look, and the next version doesn't require any manual modifications in order to work properly. Oh, and I reported a bridged networking issue with a host link aggregation, but they call it "an internet issue". They're basically doing the same thing as RenatN's solution - loading the old KEXT (kernel extension) rather than the new system extension method, which everyone is going to have to migrate to as Apple will be disallowing KEXT loading in a future release. I hope Parallels figures out the system extension problems before then.
Thank you for contacting Parallels Support.
This email is in reference to the issue that there is an internet issue within the Windows VM.
1. In terminal(Utilites > Terminal) execute below command:
sudo kextload /Applications/Parallels\ Desktop.app/Contents/Library/Extensions/10.9/prl_hypervisor.kext
2. Go System Preferences > Security and Privacy > General. Click on "Allow" > Ok. Restart Host.
3) If the issue still persists, please downgrade to a lower update and check if that helps.
https://download.parallels.com/desktop/v16/16.0.1-48919/ParallelsDesktop-16.0.1-48919.dmg
If the issue is still present, please, collect an additional report (click Parallels icon || > Help > Send technical data > check "Attach screenshots..." > press Send Report) and send the two reports' 9-digit IDs in a reply to this letter, so we can analyze it further.
Thanks for your time and cooperation!