It would be interesting to know why, even if it's not easy to fix (if it's a Parallels bug they would probably like to know).
Since SDLIDE is a BBC BASIC program you should be able to debug it and find out exactly what is happening. If you can spare a few minutes, please do that.
Edit: I should add that SDLIDE.bbc will of course be a slightly different version from what's in SDLIDE_for_BB4W (1.41a rather than 1.41b) but that shouldn't be relevant from the point-of-view of tracing the Parallels incompatibility.