the wifi device is directly attached to your host OS
the host OS takes care of discovering wireless access points and connecting to one of them to give network connectivity to the host system
the virtualbox hypervisor just creates virtual hardware where to run parrot in
virtualbox takes the internet connectivity of the host OS and connects a virtual ethernet port between the host and the guest
the guest is NATted behind the host network sharing its internet access
solution
you can detach the phisical wireless adapter from the host os and attach it to the guest os from the virtualbox settings.
this action will cause the host system to loose its wireless access, but parrot would be able to discover wireless access points and connect to them as if it was the host
neither virtualbox nor other virtualization solutions offer you a ready to use function to give direct internet access to the guest and then offer it back to the host, and you would need a lot of additional steps to do this, and only if both the virtualization software and the host os give you all the basic blocks to try to implement this solution.
another smart solution is to buy an additional usb wireless adapter, connect it, append it to virtualbox and use it from the guest os.
otherwise i strongly suggest to stop virtualizing and go bare metal by installing parrot directly on your computer if it is fully supported by linux and debian