That is interesting about BL2 on Parallels with the GPU. I have Parallels 8 myself but have shied away from trying newer titles with it. I should where I dislike rebooting so much. I'm already setup with my bootcamp Win7 install as a VM with Parallels so it simple enough to test anything in both places. I've got a Radeon 6970m in my system and can probably run a fair amount of newer games in a VM. I'm fine with anything that looks decent (does not need to be max) and can maintain a steady 30 FPS or better. The one exception would be any online shooter I'd rather just run full tilt with bootcamp. I don't spend much time on those anymore though.
Enjoy Parallels while it's still here, MS seems more interested in killing VMs than improving graphics with the design of DirectX10+. I just keep Parallels in its own fullscreen Space, it's so easy to flip between a game bottled in there and the rest of my Mac apps. So much better than a native Fullscreen Mac app without the Lion fullscreen API (um, all of them?).
While it is bound to lag behind as always, I think continuing Wine development will result in DX10 and 11 features down the road but of course by then there will be DX12, etc.
That's fine though. For me, Windows days are numbered and Windows games days are numbered too. I have a ton of Mac games now and once I've finished the backlog of Windows stuff I own I plan to go Mac or bust and console for the rest. I don't really like even having Windows on my system. I see it as a necessary evil to play stuff I already bought for the time being, most of it before I got a Mac over a year ago now.