Is that because the distance has changed (75 to 250)
Yes....sort of why they put numbers on the parallax knobs. Not terribly accurate in many/most scopes but, as you said, bringing the target into clear hard focus (with the reticle already in focus from diopter adjustment of the ocular lens) should bring the target and the reticle onto the same focal plane...hence, no parallax.
And yes, you adjust parallax for differing ranges, not magnification as far as I can tell.
And since you wear corrective lenses, yes you need to set your diopter with while wearing your corrective lenses. You seem to already have done this, but this little blurb from March scopes is always helpful (obviously, ignore the first step about unlocking the diopter adjustment if you don't have a locking eye piece).
(1) Adjust the eyepiece to the proper diopter setting
The reason why you adjust the eyepiece is to set the right diopter value which differs by person and thus to see the “RETICLE” clearly and crisply. You can adjust the eyepiece before or after you mount it on your rifle, but we recommend that you do this before mounting so you can see the nearby wall or a blank sheet easier.
1. Rotate the body of eyepiece counter-clockwise until the eyepiece knurled locking knob moves freely.
2. Please set the side focus to infinity.
3. Please set at the lowest magnification setting. At lower magnification of the scope, there is more light coming in on the reticle surface. The human eye can focus more clearly when it is bright.
4. Look at a white featureless wall, a blank sheet of paper preferably at a distance of 4-8 inch (about 10-20 cm).
5. The diopter setting can be adjusted from – 2 to +2. If you are near-sighted, rotate the eyepiece body in the – direction, counter-clockwise. If you are far-sighted, rotate the eyepiece body in the + direction, clockwise. If you have prescription glasses and will be wearing them while shooting, we recommend that you adjust the eyepiece while wearing them.
6. Do not stare at the reticle for more than a few seconds while adjusting, take many quick looks as you adjust until you get the best, crispest view of the reticle.
7. When the reticle is focused for your vision, rotate the knurled locking ring counter -clockwise until it meets up with the eyepiece body to lock. Once the eyepiece is set at the best position of your vision, please do not alter the setting unless your visual acuity changes.
You can read more detailed information
HERE.