Well, it depends.
Parallel uses more pins because data is sent in parallel over multiple pins at once. Adapters aren't just changing the pinout, they have some electronics to reformat the data a bit (edit: no pun intended). There are advantages to both serial and parallel transmission, thus the existence of multiple standards.
PS/2 and USB is a bit of a different case, but you should note that the USB device -> PS/2 port converters are specific to mice that are compatible with them (IOW, not all USB mice will work through such an adapter), but like the older P@/s -> serial adapters weren't compatible with absolutely all PS/2 mice. The converter does a little bit of voodoo to make everything work.
Different connection types often exist for historical reasons, and sometimes quirks of a standard are simply due to the limitations of contemporary equipment.
For an interesting case, look at VGA. 15 pins, sure, but 14 conductors in the cable. 1 is left out and used as a key to prevent the connection of the wrong type of device. 5 separate grounds, 4 pins reserved for Monitor ID, 2 sync signals. Of the 15 pins in the connector, 3 carry video data (red/green/blue). It is telling that DVI-I manages to safely compress all of this down to 5 pins: red, green, blue, sync, and 1 ground. But the extra pins in the original connector helped ensure better signal integrity, and at the time made perfect sense.