Hi,
I don't know if this is a feature or a bug.
When creating an item to be used as a paragraph, it should respect the Allowed Parents checkbox, so that when it's not ticked, it cannot be created under a regular page (for the root, makes no sense).
With this, we could create an Item, i.e. Image Gallery/Category, and set the allowed children to be only a Gallery Item, and we would never be able to create a gallery item as a paragraph of any other item or regular page.
Nuno