Parallel Sequential Scan on SELECT statement, but not on SELECT ... INTO
Quote from the manual


  The planner will not generate them for a given query if any of the following are true
  
  
  The query writes any data or locks any database rows. If a query contains a data-modifying operation either at the top level or within a CTE, no parallel plans for that query will be generated. This is a limitation of the current implementation which could be lifted in a future release.
  


As you are inserting rows into a table, the underlying query will never use parallelism, at least not in current version (10) and earlier.