An ability that triggers whenever something “attacks and isn't blocked” triggers if no blockers are declared for that creature, regardless of whether or not the creature was ever actually declared as an attacking creature. If your opponent attacks you with
Parhelion II and it gets blocked but the Angels do not, the ability will trigger and your opponent will gain control of the Jewel. (Among its other effects.)
This is laid out in CR509.5g: "An ability that reads “Whenever attacks and isn’t blocked, . . .” triggers if no creatures are declared as blockers for that creature. It will trigger even if the creature was never declared as an attacker (for example, if it entered the battlefield attacking). It won’t trigger if the attacking creature is blocked and then all its blockers are removed from combat."