Not entirely true.. it's actually been very minimal
2004 - Midway of the Bizarre
Actual parade floats acted as SZ sets in the former Boneyard plaza... (currently now Rockit's Plaza of Astroturf). The floats would get used for the actual parade each event night, then park in their spots to continue being SZ set pieces. Brings a new meaning to "roaming SZ".
2010 - Zombie Gras
1 parade float, a handful of zombies, possibly a victim or two. Was directly connected to the house backstory in Disaster
2016 - Vamp 55
This one featured a homecoming parade float, but I wouldn't really consider this "parade based".