Some drivers, such as the Intel CPU driver, apparently, for some reason, do not seem to be installed on the Parallels virtual machine.
To get OpenCL support on Windows, where parallels run, I first booted up to start Windows initially and install drivers there. Then I booted back into OSX, and the Intel CPU driver was also available in Parallels. Naturally, this approach only works to configure Bootcamp + Parallels.
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