Cannot allow system extension that does not exist

I get this dialog:

But in my System Preferences -> Privacy and Security, there is no "Allow" button:

I can't use Parallels until this extension is loaded, which has stopped me from debugging a Windows issue (not good timing for working from home). Any alternative way to load the kext? I'm on macOS Catalina 10.15.4 and Parallels is the latest version as of this post [15.1.3 (47255)]

 

After doing a reboot of my Mac, I can get past the warning dialog now ‍♂️

 

I have the same problem and the issue still exist even I reboot the Mac

 

Hello, could you please click on the "Privacy" tab and try to allow an access to Parallels Desktop.
Please let me know if you've already tried it.
Thanks in advance.