Sorry if I'm missing something here, since I haven't dived into the innards of Parrot, but I thought control flow in Parrot was based on continuations? Presumably 'control exceptions' are really just lexicaly-scoped exceptions, and exceptions are in turn just outgoing-only continuations. If you have first-class continuations, goto should be pretty straightforward to implement...
Given which, since Perl6 also has first-class continuations at the HLL (albeit tucked off where some . . . what was it . . . "benighted pilgrim" won't run into them unexpectedly), goto might be implemented at that level instead, and come into Parrot already translated into continuation-speak (CPS, or not that far into la-la-lambda?)