Parallels can accept hard-coded MAC addresses for NICs, but often they are in format with colons, which apparently Parallels can't read.
I agree that these is not often easy, to enter MAC address and clean colons, but it is not often we are performing this operations, anyway I submit this feature request
Yes, this is a known issue in Parallels Desktop 3 and fix will be available in the upcoming version of Parallels Desktop.