No you don't understand right.
There clearly is the general option to parallelise your procedure calls.
Even though this is pretty bad practice in any DBMS, since you suddenly take over control over the 'how' a job is done instead of leaving this to the DBMS.
What you don't have is what you seem to actually be asking for: a flexible job management system, where you could place arbitrary procedure calls and SAP HANA would run them in whatever parallel degree that is possible at that point in time.
Something like that exists for the SAP HANA internal processing - so the single INSERT command or the single SELECT command will undergo such a job management.
From the sample statement you provided I actually don't see why you cannot do this in a single INSERT command where the list of parameters is simply another table that is joined to the rest of the SELECT.
Maybe looking at other people's very similar problems (aka search first) helps you to rewrite your statement, e.g. Run HANA Stored procedure in parallel .