A USB device has been connected to the Mac and Where to connect this USB device? dialogue has appeared, then a virtual machine has been chosen to connected the device to. Upon second and further device connections the dialogue doesn't appear.
If a USB device wasn't unchecked in Devices > USB & Bluetooth menu and was ejected using Windows tools, Parallels Desktop thinks that the device is still associated with the virtual machine and upon further connections will connect the device directly to the virtual machine. If the virtual machine is restarted or shut down the association disappears and the dialogue will pop-up.
The following steps will ensure that the corresponding dialogue will appear next time the device is connected to the Mac:
- Eject the device using Windows tools by clicking on the USB icon in the Task bar and selecting Eject:
- Go to the top menu Devices > USB & Bluetooth and uncheck the device in question:
- Unplug the device physically from the Mac.