Hey @CherryHue,
Parallel Pro does support video background in the Welcome section. However, you may want to use Master Slider to achieve this.
You should create a slider, add video Layer (Youtube or Vimeo) and configure all slider settings, at the end you should simply activate Master Slider option in the Welcome Section of Parallel Options.
Let me know if you have any problems.
Cheers,
Piotrek