"parenthesis" is maybe what you would expect, but it is in fact only a "syntax" warning. The category is shown after the W at the start of the perldiag entry (which should be authoritative). "parenthesis" only applies to my or our followed by a paren-less list.
Which led me to think that my above reply was correct. If I change no warnings "parenthesis"; to, say, use strict; or chomp; or print "foo";, then the warning comes back. But if I change it to no warnings "y2k"; or even use warnings "y2k" (or any other category from perllexwarn), it stays gone. I'm on 5.8.3.
This is a longstanding bug; using no warnings "foo" after -w (as opposed to use warnings;) disables all warnings; coincidentally, this was fixed a week ago by Rick Delaney and should be better in 5.8.8.