Why a voltage is always connected in parallel?

Because Voltmeter measures potential difference BETWEEN two points so it should be connected to these two points and the only way for circuit and voltmeter to be both connected to the same 2 points is in parallel. Ampermeters measure the current THROUGH some circuit so the same current that is flowing through this circuit should flow through the ampermeter too. The only way is to let the current going through the circuit to go through the ampermeter later or before, so you have to connect ampermeter in series with your circuit. The fact that voltmeters have high resistance while ampermeters have low resistance is the side effect of the way how they are connected to reduce the error introduced by devices into measured value.