I assume by "parallel" you mean like their orbits are all on the same plane. This is no accident or coincidence, it is a result of how they formed. The solar system and the sun itself formed from the collapse of a giant cloud of dust and gas, and that cloud had some amount of rotational momentum. Such momentum is conserved and like how a spinning skater will speed up as their mass is pulled in closer, the bits of the massive cloud of dust collected into planets and formed sustained orbits. Those orbits will all be on the same plane because that is the net result of the conserved momentum.