If you don't follow the Parallels forums, you may not be aware that in the past day or so Parallels released some scripts that will update phpmyadmin for plesk 8.x, 9.x and 10.x.
The new phpmyadmin versions include important security updates.
It is not clear to me why these updates are not being incorporated into MUs for Plesk 8.6 and later and instead have to be manually installed, but the installation is not hard - just follow the instructions in the KB.
For Plesk 10.4.x, 10.3.x and 10.2.x see http://kb.parallels.com/114393
Links to KBs for 10.1.x. and 10.0.x plus 9.x and 8.x can be found at the bottom of the above KB.
** Please be sure to select the correct KB for your version of Plesk **
Please also note that warning in the KB - if you later upgrade your version of Plesk to anything other than 11.x then the updated phpmyadmin will be overwritten with the older version as supplied by the Plesk installer and you will need to upgrade it manually all over again.
I'm guessing they have decided that the phpmyadmin upgrade is not a critical one and so no effort is being put into updating the version that the installer installs. This may also be why it isn't being incorporated into an MU.