An OpenMP wsloop is simply a regular for loop with the bounds determined by the thread number, and the same justification to allow this for scf.for works for omp.wsloop.
An OpenMP parallel is a parallel for, per thread. Similarly the same justification for scf.parallel having recursive side effects applies here.
In both cases the general justification is that the ops themselves don't have side effects (besides inaccessible runtime-specific memory) and thus the side effects are simply that of the contained ops.