I cross posted this question in the Solid Edge Programming newsgroup, too, and got an answer there, which I would like to share here.
For Parasolid import/export, SE uses the PSXMT.INI file in the Solid Edge Program folder. You can simply set the used Parasolid version in this file by using an old Win 16 API function. Then, you will simply call the SaveAs method.
The following code, sets the Parasolid version to be created to 20.0. The drive letter S: points to the installation path of Solid Edge: