I agree with you.
It’s probably impossible in principle to apply parallelism to a single episode simulation for a causal dynamical system.
Instead, parallelism can be applied (very easily) to simulation of multiple episodes (for example, various initial conditions).
It’s actually already on progress to develop a package for transuder-based dynamical system simulator and I think that it provides flexible and convenient interface. For more information, see LazyFym.jl and a question about parallelism.