Haven't seen this error, but successfully ran Tableau Desktop 7 on Parallels 7 on Lion, no issues at all.
It looks like you might have some network connectivity issue, firewall, ports, etc.
Are you running any network monitoring utilities that block incoming connections?
Ran T7 on Mountain Lion / Parallels/ Win7 fine. Upgraded to T8 without problems initially. Then experienced random T8 quits. Support suggested disabling Open GL (which provides the accelerated graphics in T8). That seemed to work. Support also advised that T8 on Parallels could be problematic; so far not seeing that... will hope that remains true. And, will hope for T8 (or T9?) native on Mac