Migration from macbook air to apple air does not work.

I have to have two upgraded to the current OS.

You can certainly do that.

An iMac Pro can be upgraded to the latest macOS version: How to upgrade to macOS Monterey - Apple Support

I am assuming your MacBook Air is the latest model running the latest macOS release (Monterey), but if Parallels is incompatible with Monterey then you might not want to upgrade your iMac Pro.

To my knowledge, Parallels runs on all recent Macs and all recent macOS versions. Confirm that with its developer, and update their products if required: Contact a third-party vendor - Apple Support.

To contact Apple, click Get Support.

Otherwise, to elicit help from other Apple product users on this site, describe what's troubling you.