There’s something called “fair use” in copyright Fair use - Wikipedia , and parody falls within it. Both the name of the character and the design of the spacecraft have been altered sufficiently so as to clearly allude to the original IP, but not infringe upon it.
More importantly, Hen Solo was a secondary character in CI4 that you only got to see for a minor portion of the game. Having his spacecraft as a purchasable item in CIU, however, would make it much more prominent and hence potentially cause copyright issues.