Even with Parallels it works OK for me. It’s just that McNeel won’t give much support, if any, if you do have something that isn’t working like it does on an actual Windows machine.
In 2012, when I got my Macbook Pro Retina, Parallels had some display issues with the Rhino version current at the time. I think that was 3 or 4 Parallels versions and as many OS X versions ago. It’s been a long time since I’ve run into any issues. On the other hand I don’t do any fancy rendering on the Macbook.