Well, if the alternative is for an organism to simply die off without procreating, that would seem to offer even less chance to mix genes up. I agree that in general, sexual reproduction seems to be significantly advantageous, offering better opportunities to discover lucky genetic combinations which lead to greater chances of survival and further procreation. Plus, it's fun.
But in the species that have exhibited parthenogenesis so far, it looks like they're quite happy to utilize sexual reproduction when possible... but they (females at least) are capable of parthenogenesis when males are not available. Maybe that's not the best option in general, but it beats dying with no descendants - at least from an evolutionary perspective.