in your 1st paragraph you have said exactly what I mean, just a different way. i.e. a hacker could drop a new OS X program into the system via windows.
As I read the article, the author was saying a hacker could drop code into OS X and compromise the guest OS. This is not a Windows bug, but a potential problem in Parallels. Lets say a hacker dropped a hacked version of a system driver onto OS X and adjusted the startup scripts. OS X would execute the code at the next startup. Nothing to do with Windows.
Lets hope this never happens. p.s. I use a mac not windows.