Parallel Coordinates Plots (PCP) are a widely used approach to interactively visualize and analyze multidimensional scientific data in a 2D environment. In this paper, we explore the use of Parallel Coordinates in an immersive Virtual Reality (VR) 3D visualization environment as a means to support the decision-making process in engineering design processes. We evaluate the potential of VR PCP using a formative qualitative study with seven participants. In a task involving 54 points with 29 dimensions per point, we found that participants were able to detect patterns in the dataset compared with a previously published study with two expert users using traditional 2D PCP, which acts as the gold standard for the dataset. The dataset describes the Pareto front for a three-objective aerodynamic design optimization study in turbomachinery.