Parallels was founded in Virginia in the US. They soon moved to the Seattle area. They were purchased in 2018 by Corel, a Canadian company.
It is possible that they have or had development teams in Ukraine, Beluruss, and/or Russia. That doesn’t mean that the company or its product are controlled by Russia. The company I work for has development teams in dozens of countries. I worked with a team in Beluruss for a couple of years. A couple of years ago, we cut back on contractors and their contract was ended. If they had had ill intent there was little that they could do, they only had access to the source for the services that they were working on and they were not the only team working on it. At worst, they could leak some source code or short term business plans but that’s about it and not worth much.
This seems like someone at Macpaw had a bug up their butt about Parallels.