I may be having a similar issue
I've found that when I start Parallels in coherence mode, that I seem to always get a message from Windows telling me that a driver is missing. It provides a link to a parallels support website, which advises me to install the Parallels tools. When I exit coherence mode, I do see - momentarily - message "Press Ctrl + Alt to release the mouse and keyboard", which supposedly is an indication that I need to re-install the Parallels tools, but then, the message goes away. It seems like its related to starting up in coherence mode.