Looks like VMWare Fusion 8 supports OpenGL 3.3! So I don't think it's an inherent limitation in the MacOS platform.
Might be time to leave Parallels for Fusion if there continues to be zero communication from Parallels team regarding when this might be supported, if ever. They've been "currently working on it" since 2013 or earlier.
http://pubs.vmware.com/Release_Notes/en/fusion/8/fusion-80-release-notes.html
Agree 42njk42... this is ridiculous! Have used Parallels since v6 but think it's time to leave also as Parallels will soon become obsolete for many who need MINIMUM OpenGL 3.2+ capability. Grrrr....