Immediately after clicking on the Android icon in File>New Parallels wizard, a < 1 second pane appears in the Control Center under my two existing VMs (Win10 & Ubuntu) and then it goes away...and the download apparently is aborted. Started Mac OS 10.12.6 and retried. Same thing happened. (Checked Forum for similar issues; found none.)
You can refer to this article and try downloading again or use this direct link to download Android virtual machine.