The error message is quite clear. The auto-adaptive solver does not work in parallel.
As dolfin is no longer developed, it is not likely to be fixed there.
https://bitbucket.org/fenics-project/dolfin/src/1c52e837eb54cc34627f90bde254be4aa8a2ae17/dolfin/adaptivity/Extrapolation.cpp?at=master#lines-48
Please note The new DOLFINx solver is now recommended over DOLFIN
For adaptive mesh refinement in DOLFINx, see for instance: https://www.sciencedirect.com/science/article/abs/pii/S0898122122004722