Thanks for the link. This prompted me to double check the release notes since I had remembered reading at least a few other supported platforms, and found the line:
Mac OS X El Capitan on Parallels Desktop 11 running Windows 10
I can't do much about my macOS version, but I thought it might be worth trying to downgrade Parallels. At first glance it looks like it's working in Sierra with Parallels 11 and Windows 10. But I guess if I do run into issues, I'm out of luck...