Comment by YZF
A standard PC parallel port does not provide interrupts on data lines.
The difference is more that you can control those output lines with really low latency and guaranteed timing. USB has a protocol layer that is less deterministic. So if you need to generate a step signal for a stepper motor e.g. you can bit bang it a lot more accurately through a direct parallel port than a USB to parallel adapter (which is really designed for printing through USB and has very different set of requirements).
Are you sure about that? I'd have bet money that the input lines have an interrupt assigned, and googling seems to agree.