Message from Parallels Support:
Thank you for contacting Parallels Support.
The issue is handled by the Second line of Technical Support.
Apple Vision Pro is not yet supported by Parallels Desktop.
We have submitted a feature request to the Development Team.
The product team will evaluate the feasibility of implementing this functionality, taking into account technical considerations and user demand. While we cannot provide any guarantee on implementation and the timeline, we can assure you that it will be thoroughly researched.
Should you have any further inquiries, please do not hesitate to contact us.
Unfortunate. Parallels is the only app I've encountered that seems to have issues with audio output when using Virtual Display. Will update if I hear more from support privately.