What is this weird-looking translucent rectangular layer behind certain Windows UIs? (Coherence)

I mostly use Parallels Desktop in Coherence mode and love it. But when I try to access certain Windows UIs, like the notification center (as the picture above shows), I see those translucent layers behind the Windows UI. It also appears in the action center as well. What is that, and why does it appear? Start Menu and the application windows work beautifully without those layers, so I believe some features or codes are missing for some Windows UIs.

Can anyone explain why it's appearing, and maybe the ways to remove it?

 

It's Windows Defender doing a security scan of your system.