Turn off and disable the "Coherence" feature of Parallels Desktop for Mac
Choose Exit > Coherence

To get out of the now-active "Coherence" mode, bring the "desktop" window to the front. 

While the VM’s windows have "flown the coop" and no longer display within the desktop window, that desktop window does continue to exist. If you cannot find the window, on the host macOS, press Command+Tab to see the switcher bar with various app icons. Switch to the icon of a grey Apple logo with a pair of red vertical bars layered on. 

With the desktop window in front, on the host macOS window bar for the VM, choose View > Exit Coherence. All your app windows snap back to the desktop window.



That takes care of half your Question. Perhaps someone else can post on how to kill the Coherence feature entirely.