If have this same problem for Civilization V Gods & Kings version 1.0.1.705.
When I try to run the game either in DX9 or DX11 I get a message: "This application can not run under a virtual machine"
Just to note 1.0.1674 did not have this problem, so it must have been code added especially to detect virtual machines. Nexon games (ex. DFO) search for the name of the video driver in the registry. I'm not sure exactly what Civ5 looks for, but I would be very appreciative if the Parallels team could look into this.