I just wanted to ping this thread and hope for a reply from the Parallels team. I have the same issue. Apart from always being around Luna, it's also present around some creeps, and here and there. Super annoying when Luna comes by ;D
Also, sometimes when I have CMD-Tabbed to OS X, and go back, Dota 2 has become minimized and it's not possible to open it. This is easily reproduced by sleeping the laptop with Dota 2 running (home screen is enough).
I am running Windows 7 64bit on a Macbook Pro Retina 15".
/apanloco