This bugged me immensely when I bought Parallels back when x86 Macs were new. My home directory is one of the highest value targets on my machine, don’t share it with a thing that I am using explicitly to create an isolated environment! Mind you, it didn’t bug me nearly as much as the fact that the developers at Parallels didn’t read the spec on the Core 2, delivered IPIs that generated kernel panics in the host, and only put the bug fix for that in the new version that you had to pay to upgrade to. I will never again give money to a company that thinks it’s acceptable to require payment to fix a bug in their product that causes kernel panics. I switched to using xhyve for virtualisation on OS X and have been very happy with it.
Parallels seems to be oriented a lot around “Mac user who just wants to run Windows applications”, far more so than VMware.