Yes hot glue from a hot glue gun does come off of parchment paper easily.
Many people who do crafts and use a hot glue gun to glue things together use parchment paper beneath the fabric or other projects they are making with hot glue so that the hot glue doesn't stick to other surfaces such as the table etc when they press down on the fabric or other crafts.
When you get hot glue on parchment paper it will easily peel off and make for easy cleanup and protects your tables or other surfaces that you're using the hot glue on.
You can reuse a peace of parchment paper several times before it gets bad enough to need replaced.
I always place a piece of parchment paper on my craft table to prevent the hot glue from bonding to the table.