Yup.

Does the same for me on my MacBook.

It's OK on my normal Desktop PC, running Windows 7 and Designer Pro X.

But, on my MacBook (details in previous post) it just doesn't stay on Pen Pressure.
In fact, the Pen Pressure profile gets greyed out.

So, I don't know whether this is a Parallels problem?

Actually, I also have Fusion 5.
I might fire that up and see if it gives the same problem.