That's not the issue, it's lag. Your keyboard and mouse doesn't respond as quick when you run games in virtual mode.
Pointer Lag is certainly bad under Wine, lags a pain under wrappers like that, however under Parallels there is no lag, because i assign the mouse as a dedicated device to the virtual machine (leaving the macs pointer on the trackpad), and keyboard lag is non-existent as far as I've experienced so far.
this of course comes under the "your Virtual Machine settings have to be right" to begin with.
the only problem I've had with Parallels so far has been the fact that you get a small fraction of the video cards capabilities, its kind of like having a PC with an Intel HD4000 and an Nvidia Titan and only ever using the HD4000 gaming, just stupid, better to bootcamp and use your hardware directly.
Parallels for me is a convenience tool, i can pop into older engine games (mostly Unreal Engine games like Mass Effect) with no noticeable drop in quality for an hour without have to interrupt my workflow on Mac OS, i can close the game and go back to what i was doing, (or play the game whilst i wait for things to complete)
If i want to go play BF3 or Skyrim i boot to bootcamp, i need the full , bare metal horsepower.