Actually, to be precise, it does not prohibit batteries in parallel, here is the text:
14.9 Toys
shall not be supplied by batteries connected in parallel unless a mixture of used
and new batteries, or the reverse insertion of batteries, does not impair compliance with this
standard
http://www.hzmark.com/download/EN62115-2005.pdf
So you can have parallel, as long as you do not create a hazard if you put them in backwards or mix used and new.
Greg....
p.s. I checked the 2017 updates, no updates to that section...