Hello!
The 'Show page setup before printing' and 'Print to PDF Mac' options have been dropped in Parallels Desktop 19 running on Mac computers with Sonoma as a main OS. It's done due to the changes introduced by Apple in the Sonoma release. Parallels Desktop used macOS frameworks to make these options work, but it's no longer possible to do that on macOS Sonoma.
Anyway, we've introduced a new printing feature - IPP printing, that brings additional printing options and a more stable experience. If you're used to work with the 'Print to PDF' option, you can use the 'Microsoft Print to PDF' option as a workaround. It doesn't work for all paper sizes (e.g., if you use a CAD application in Windows and need to save the file in A0/A1 format, which are yet to be supported in Microsoft Print to PDF) but you can print the file directly from the VM and select the needed size right from there.