There is an Add-On for JIRA On-Demand, that has the requested functionality - https://marketplace.atlassian.com/plugins/jql-pro
See the screenshot - you can choose the Subtask status. It will return you the list of parent issues. Then you can use the keys of the parent issues to filter them with the native JQL.
Screen Shot 2014-09-14 at 8.14.39 PM.png
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