I can confirm the workaround from TrentR, above. Edit the virtual network adapter in the Parallels VM config. Under Advanced Settings, switch from "Virtio" to "Realtek RTL8029AS." Make a note somewhere, so you remember to change it back later. Virtualizing the Realtek NIC will slow down the network and increase the CPU load on the VM, but it will use the correct MAC address on the Mac's bridged NIC.