>And why don't companies seem to give temperature ratings for their coats?

Some do, apparently. I've seen a few different manufacturers use the CLO Value, while some have their own proprietary values like Canada Goose's TEI.

>do I need a parka for a place that's sub-freezing for the majority of the winter?

The times I've visited Colorado, Chicago, and Montreal in the winter I brought a North Face parka with me.

Honestly it was more cumbersome than anything else. It was too bulky to wear anything except a shirt underneath, so I was constantly having to take it on and off since all the indoors were aggressively heated.

Nowadays I'm all about layering. I have a bigger waxed canvas jacket I can wear over a sweater or flannel or hoodie. And if I need something snow or waterproof to cover my head I have a Ushanka hat I can wear. I only ever bring my parka if I'm actively going to be in the snow.