Kaspersky Internet Security Prevents Pulse Secure Terminal Sessions in Parallels

I have Mac OS 10.11 (El Capitan). I have Parallels Desktop 11 for Mac installed with an instance of Windows 7.
On my Mac, I have Kaspersky Internet Security 18.0.2 installed.
Inside the Widows 7 instance in Parallels, I use Internet Explorer 11 and Pulse Secure Terminal to access my Windows PC at my office.
When I disable Kaspersky on my Mac, this works.
Why I enable it, the connection to my PC fails. The messages says "Pulse Secure Terminal Services Client could not establish connection to Secure Gateway."
I know about copying the Kaspersky certificate to Windows 7 in Parallels and have already done that. Before that, I pretty much could not go to any https web site at all. Now all of that works. But although I can establish a connection to the VPN, I still cannot take the next step and establish the Terminal connection to my desktop.
Is there a way to add an exception to Kaspersky for Parallels in general so that I don't have to turn Kaspersky completely off to use this? Or better yet, is there a way to create an exception for Pulse Secure Terminal Services connections coming from Parallels?
Any help would be greatly appreciated.