While running OpenSuSE 42.2 on a MBP 11,5 under Sierra with Parallels 12.1.1 when switching to full screen it appears that the VM cursor isn't visible. Its almost like the VM guest thinks I am running on a tablet. In window mode it seems ok. I am getting really tired of the continual issues with Parallels and guest Linux VMs. Maybe time to dirtch MacOS and go direct to Linux (especially given Apple's insane directions with laptops and no Mac Pro update).
I'm running OpenSuse 42.2 on a MBP 16 under El Capitan with Parallels 11.2.2 and had the same problem with the cursor being invisible. Only difference: in Windows mode as well! I also found that many more people experienced this error with Linux distros. Try this: go to the "Configure..." option of the Virual Machine select "Hardware" and play around with the mouse settings in Mouse & Keyboard". In my situation "Optimize for games" worked. In other Linux VMs "Don't optimize for games" worked instead. Hope this has helped you a bit.