Why are thermal switches connected in parallel to each others?
Thermal switches, here, are indeed connected all in parallel (Fig. 17-1).

Wiring so allows to trigger the response if any of the switches closes in response to high temperature. This should allow to detect small initial fires that trigger only a single switch, or maybe a couple of them.

The switches are a simple computing machine that performs the logical disjunction.

In the same article you can see thermocouples connected sequentially (Fig 17-2). Thermocouples are not switches, they produce voltage in response to heating, and wiring two of them sequentially in the opposite directions produces the signal proportional to the temperature difference between them. The pair alerts when one thermocouple is heated significantly more than another.