I would also like to see this as well. My computer is permanently set-up with coherence, and I've taken to using the windows task bar as my primary location for windows application management, to keep separate my MacOS apps and Windows apps for clarity.
Because of the flexibility afforded by keyboard shortcuts on MacOS, and the accessibility of launching apps via Spotlight, it makes for a very clean pairing. Conversely windows in coherence doesn't afford me the same ease of launching applications. So having the taskbar permanently up is quite useful for windows apps for this purpose.
I have found that if you disable Application Sharing while in coherence then the icons are removed from the dock. As long as you don't restart your VM Parallels plays nicely, but Parallels will bark at you if you go from Non-Coherence mode to Coherence with the application sharing option off.
So there's a way around it, but it would be much nicer if the ability to keep windows icons out of the MacOS Dock were fully supported. If you are wondering "Why not simply ignore the MacOS dock?", the reason is because I do use the MacOS dock periodically to take a quick assessment of my currently open MacOS applications as well as using it as a visual que for accessing my commonly used apps when I peak at it, even though I will ultimately launch the application via Spotlight search.
This is a feature from what I can tell that has been asked about since 2010, maybe even as early as 2006. It might take a miracle to get this fully supported, but hopefully it will be. It would be really neat if you could get the MacOS icons to show up in the Windows Task Bar, but that's just wishful thinking.
(Pictured: Windows Mojave)
Last edited: Feb 23, 2019