Can I set OneDrive folder to a Mac shared folder?

I tried to set up my OneDrive folder on a shared Mac Documents folder, but the program says, "Your OneDrive folder can't be created in the location you selected."
Does this come from a Mac OS security setup?
Since the new Mac OS prevented us from putting the Mac OneDrive folder in the Documents so we can share it with Windows in Parallels, setting it up from the windows side is the only possible solution I can think of.