Hello,
I have two options in my mind:
1) It could be the same issue that was before 10.15.2 update. In this case you will need to wait until next update from Apple. I see from the thread that some users complains about 'Verifying files' problem in 10.15.2 for some (not all) application.
2) It could be something wrong with Parallels Toolbox application. Let's check it:
- In Terminal run these commands and put here the output
Code:
xattr /Applications/Parallels\ Toolbox.app/
codesign --display --verbose=4 /Applications/Parallels\ Toolbox.app/
codesign --test-requirement="=notarized" --verify --verbose /Applications/Parallels\ Toolbox.app/