Annoying error from VM Configuration window regarding shared folder

On my backup drive, I have a partition that map to a drive in my Windows VM.
So under the mac, when the backup drive is connected and turned on, there is an external device which I called MacFiles. This partition is NOT used for Time Machine.

Then using file sharing in Parallels, that drive is mapped to the J: drive in Windows.

When the backup drive is not turned on, Windows simple complains that it can not re-establish its connection to the mapped drive. This error message is fine.

The problem is in Parallels. If I open the Configuration window for the VM and make any change. The configuration change has nothing to do with mapped drives. When I then try to close the Configuration window, saving my change, Parallels says that the mapped drive is not available, and it won't let me save the change I made.

The only way I can save configuration changes is to turn on and connect my backup drive.

This is really annoying. There is no reason for Parallels to behave this way. It should simple keep the mapped drive the way it was, and allow me to save my other changes.

Is there anything that can be done to fix this?