As a small addition after what I just realized:
It is right, the default adapter chooses automatically a working interface.
In my case, I wanted some more control:
I have a Mac Mini that hosts a number of virtuals. To make the virtuals visible, I used bridged networking
and two adapters: Ethernet with manual IP address, and Wi-Fi with DHCP.
As a second machine, I added a MacBookPro Retina with a Thunderbolt-To-Ethernet adapter.
When I configured my virtuals, "Ethernet" and "Wi-Fi" worked as interfaces.
I removed the MacBook yesterday, all was still looking ok.
Today, I re-started Parallels, and now I suddenly got complaints from Parallels that ethernet is not mapped to an
existing interface.
Interesting: The interface is not existing before the MacBook is connected!
When I later plug my Thunderbolt into the MacBook, nothing happens!
The interfaces seem to be examined at startup-time of Parallels, but not again.
I think this is a little bug, maybe I have to report it, elsewhere.
The good thing:
With the MacBookPro plugged into Thunderbolt Ethernet, I shut down Parallels ant started it again.
After that, everything is fine, again.
cheers - chris