If you're on an Apple Silicon Mac (M1/M2), import from a Parallels VM is not supported. 

The Unofficial Fusion 13 for Apple Silicon Companion guide can be found here: https://communities.vmware.com/t5/VMware-Fusion-Documents/The-Unofficial-Fusion-13-for-Apple-Silicon...

Searching the forum using the terms "Companion" or "unofficial" from the magnifying glass at the top of the page will also result on a hit on the document.