You have copied or moved your virtual machine to another location.
Like a real computer, each virtual machine needs a unique MAC address for correct network functioning.
When you move the virtual machine file from one location to another, Parallels Desktop may consider this virtual machine a copy of another virtual machine and offer you to create a new MAC address for its virtual network adapter.
If you want to move your virtual machine from one location to another (e.g. from one Mac to another, or from one folder of the same Mac to another folder) - choose Moved. It will preserve the MAC address of your virtual machine.
If you want to copy your virtual machine to some other location (e.g. to another Mac or within the same Mac) and plan to use both virtual machines (i.e. the original and the copy) - choose Copied. It will generate a new MAC address for your new virtual machine.
Important: generating a new MAC address for your copied virtual machine may affect your Windows activation.
WARNING! Using two identical virtual machines may violate the Windows license agreement.
In some Linux virtual machines, the change of MAC address can be considered as an adapter change. For example, if the virtual machine's network adapter appeared as "eth0" in your Linux system before you changed the MAC address, after this change it may be displayed as "eth1".