Better or worse with cross / outer apply
Which one has less overhead?
In this particular example, the serial Compute Scalar appears not to be too bad. It is computing a single simple concatenation. Nevertheless, you could try rewriting the code to perform an OUTER APPLY after the CROSS APPLY, where the extra APPLY just performs the concatenation. This is usually enough to convince the optimizer to run the calculation in a parallel zone. Not guaranteed, of course.