What is the purpose of the hole in the Cirrus SR22's parachute?
For me, it seems that air can escape the parachute by this hole


That's the point, air HAS to escape the parachute anyway, and without the hole it would do so laterally and in an uneven fashion, leading to lateral oscillations.

The hole allows the air to escape in a controlled location, avoiding undesired and possibly dangerous oscillations.

Some (most personal ones, but for example not the SR22 one) parachutes have handles that allow the user to deform the parachute: this allows some extra air to escape from the desired side, giving lateral controllability.