This always confuses me too. I believe it depends on the circumstances, like it being live vs extracts and maybe even if it is run from Server or Desktop and perhaps some other variables. There is even suppose to be parallel queries across worksheets within a dashboard under certain circumstances. I wonder if such a matrix exists to lay these scenarios out?
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Parallel queries is disabled in some circumstances, one of them being data blending. I never got a full list of all the circumstances, but this is what T.E. informed me when we were having a look at data blending / parallel queries at the start of the 9.x series.