happens to me as well (2012 even). can't explain it as it only happens on parallels when installing a new server. like you i also choose with GUI but always seems to install only core server.
sadly it looks like windows has stopped allowing you to install the GUI from a core server. at least on 2012 i can from the power shell.
i was able to get around it by not selecting an install source when creating the VM and then attaching the ISO once it's created.
Last edited: Jan 26, 2019