Parsec Arcade is currently in Beta, meaning that it is still in development and can be quite buggy.

As such, whether or not a particular game works with it can be affected by things such as having an NVIDIA vs an Intel vs an AMD GPU, exact driver versions, or even what game store you got it from (ex: Steam vs Epic Games).

For tips on trying to get Arcade working, see:

Errors and Issues When Hosting With Arcade Beta (Official Parsec Article)