Virtual appliance for Ubuntu not update yet. You can install Ubuntu 19.04 manually of course: 1. Download Ubuntu 19.04 iso-mage from official site: http://releases.ubuntu.com/19.04/ 2. Use "Install Windows or another OS from from DVD or image file"...
Parallels offers to download Ubuntu LTS versions and will update with the next LTS (likely 20.04). Other versions can be installed manually as Alexander mentioned.
On the 'What's New?' page https://www.parallels.com/products/desktop/whats-new/ They show a picture of an Ubuntu 19.04 desktop, though in the text, it just says "a wide variety of Linux distributions".