That's not at all what I said. What I said is that if both the wet and dry sound the same, then the compressor can't be doing anything. It was kind of a joke, don't let it confuse you.
The two sliders don't have to be at the same setting to be parallel. In fact, I don't think they would be set exactly the same (a 50/50 mix) in most contexts. Any mix of the wet with the dry counts as parallel, and the whole point is to mix them so that it sounds right and does what you want.
ReaComp (in Reaper) actually has two ways to get the parallel thing without extra routing. You can use the Wet and Dry sliders or the Wet knob that Reaper adds to the upper right of every plugin. The functions are essentially redundant, except that the knob is more of a crossfade between the two signals while the sliders are adding the two signals together. Both sliders at 0 with the knob at 100 will be louder than if the knob is set to 50% with Wet at 0 and Dry all the way down.