When you run stat updates WITH FULLSCAN, it goes parallel. I believe it has since SQL 2005.
From TechNet:
"Parallel statistics gathering for fullscan: For statistics gathered with fullscan, creation of a single statistics object can be done in parallel for both non-partitioned and partitioned tables."
Source: https://technet.microsoft.com/en-us/library/cc966419.aspx
When you don't use FULLSCAN the engine leverages the TABLESAMPLE option which is a parallelism inhibitor. In SQL 2016, sampled stat updates can also go parallel.
Source: Parallel Statistics Update