If you pay very close attention you can feel your eye focusing on the target and the reticle differently if parallax isn't set right..
Parallax adjustment (for TRUE parallax adjustment) must happen at the reticle plane, not at the objective end or eye focus plane.
Focusing the target and setting parallax are two entirely different functions happening at different points on the scope.
If you don't have three turrets in the middle (parallax, elevation, and windage), your scope doesn't really have true parallax adjustment.
It only has focus adjustment (which helps SOME with parallax but not 100%).
Which means your eye must be perfectly centered when you move from one range to another.
Nightforce NXS with zero stop parallax on the reticle plane.
Expensive Bushnell laser rangefinding scope with focus adjustment, but no true parallax adjustment:
I had that Bushnell mounted on an FNAR wheen I got the surprise of a lifetime and dropped 20 points on a match, by hitting my group 8" low when I transitioned from bench zeroing, to prone @ 200 yards.
Shot fine on the bench.
Shoots 8" low prone.
(Until I corrected my cheek weld.)
Target was perfectly in focus but since the scope has no "true" parallax adjustment....