When you start a Windows virtual machine on a Mac running macOS Sequoia, you might encounter a new message that you haven't seen before:
This message is triggered because of a new security check introduced in macOS Sequoia. This security check is related to the Access Windows folders from Mac feature, which allows you to access Windows folders from your Mac Finder. More details about the feature can be found in this article.
What happens if I click Allow?
The virtual machine will be able to register its SMB service that allows Windows folders to be accessible from your Mac Finder and will continue to function as it used to in previous macOS versions.
What happens if I click Don't Allow?
The request will be denied, but the "Access Windows folders from Mac" feature will not be functioning as a result, until it is granted.
To sum up
Nothing changed with Parallels Desktop, it isn't attempting to access additional network resources, but rather a newly introduced check by macOS is now required to allow existing functionality of accessing the virtual machine's files to work.
If you are not using this feature, you can safely dismiss this by disallowing the access, or disabling it entirely to avoid the message by opening the Windows configuration settings > Options > Sharing > Share Windows > untick the "Access Windows folders from Mac" option.
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