The bug
You cannot kill an Invulnerable parrot with a cookie in Creative mode. Expected would be that this is possible because you can damage invulnerable entities in other ways while being in Creative mode.
How to reproduce
Summon an invulnerable parrot
/summon parrot ~ ~ ~ {Invulnerable:1b}Switch to Creative mode an feed it a cookie
/gamemode creative
This issue relates to MC-111475 / MC-109022.