I spent a bit more time investigating this, and it seems possible but difficult to reproduce this, though it's non-deterministic from what I can tell.
The stress test executes various COMPUTE STATS statements on the tables under test, with different MT_DOP settings. This is also in conjunction with a memory limit which the stress test applies to each statement.
Sometimes, it's possible to trigger these corrupt parquet file warnings. When that happens, the COMPUTE STATS fails with "memory limit exceeded".
For example, these queries reproduced the problem on the first try:
These memory limits are right on the edge of the apparent limits of the statement. Sometimes the statement would appear to completely succeed; other times it would not be able to under the memory limits, but no corrupt messages were printed.