Hello,
As a possible solution, kindly: Reinstall Parallels Tools: in the top menu click Actions > Reinstall Parallels Tools, wait for the installation to finish, restart the virtual machine.
If the issue persists, collect a technical report (right-click Parallels icon in Dock > Help > Send technical data > check "Attach screenshots..." > press Send Report) and provide us with the report's 9-digit ID in reply to this post.
Thanks