Yeah I've used Parallels since version 1 and yes there are ads even with a full paid license. You can disable them with the checkbox and they do not show up again.
Below is an example of a Parallels 7 ad. It's not a computer-specific thing...
...and the checkbox disables only that particular ad.
If they show you a Kaspersky ad and you check the checkbox, it won't show the Kaspersky ad again.
But ads for different products/services will show.
----------
I haven't seen ads but then It might be the Little Snitch on me, if you know what I'm saying.
You are absolutely right here!
People on Parallels forums did analyze the network activity, and Parallels phones home every time it starts, even with autoupdate off and "promo=off" options.
My hypothesis is that most people who are not seeing these ads are running Little Snitch or similar. My own configuration is absolutely plain vanilla, clean install of 10.7 and Parallels 7, and no, I did not upgrade from Parallels trial.