excel files look different on OSX Desktop w/Parallels
The double red lines/logo of Parallels appears when the default "Open with..." application is an application that requires Parallels in order to be opened.

Thus, in your case, it would seem that the default "Open with..." application for .alias files is probably Excel for Windows which requires Parallels in order to be opened, while your default "Open with..." application for .xlsx files is some program that works locally on Mac (maybe Excel for Mac or OpenOffice for Mac..).