Microcontroller programming using universal programmer tool
ISP typically requires a bootloader, so when you flash the bootloader (together with your software) the first time, you have to do it via the parrallel port. From this moment, you can also use ISP since the bootloader is there to handle the necessary communication.

As to why the manufacturer didn't flash the bootloader at the fab, there may be multiple reasons. Maybe there are several bootloaders out there, and there is no reasonable default. Maybe it's an intellectual property question - the price of the bootloader may be included in the software package price, not in the microcontroller price. Maybe you have to specify that you need the bootloader flashed when you buy the part.