A mail message does not get parsed until any of its properties which requires parsing has been accessed. For instance, if you just received a message from the mail server, it does not get parsed as this point. You may set the required parsing options at this point and then access any of the properties or methods of this message which make it get parsed. No need to callmethods in this case.
However, you may need to call this method if the parsing settings have changed after the message has already been parsed (for instance, you accessed the property which made the message get parsed and from this property value you found out that you need to reparse the message with different setting). See ParseHeaderOnly topic for more information.