When enabling 'Share Mac applications with Windows', you do not see your application in the list of applications (when using 'Open with...') and in AppData/Roaming/Parallels/Shared Applications/
Some of the Mac apps are not really transfered to the Windows side. This happens because Parallels Desktop cannot detect them due to their structure singularity. Usually these are java-based apps. Also it happens with LibreOffice, OpenOffice, Adobe Photoshop, etc.
As a workaround please do the following (example is for Adobe Photoshop app):
- Open Finder/Applications
- Copy Adobe Photoshop.app file from Adobe Photoshop CC bundle to Applications folder.
Choose Adobe Photoshop as a default program on Windows side.
- Restart Mac to apply changes.