Is there anything to gain by having a domain parked at Sedo instead of just making a one page site of the domain with adsense on ?
Well, if you have no content and just want to sell the domain name then SEDO might not be a bad option. If you host it yourself then you may have the chance of keeping it and developing it further. I supposed if you can create your own website, it is best to do so and for those without any hosting account or one that is restrictive then doing it at SEDO is yet another option.
If you were planning to have your domain sold through sedo, then having it parked there would be beneficial in saving some of the fees. If you're just looking to park it, then having it as a mini-site would be more beneficial & should get you more clicks & more money than the lousy 2 cents or so Sedo gives you per click.
See why Sedo is just bluff? 2 cents but only if some day you get that payment, thing that occurs very rarely, not to mention those clicks they don't track. Domainhop pays 40 cents per unique visitor plus any derived ppc while surfer is browsing your parked site.
For strong typo domains, I prefer domain parking, other than that developing a website is always better option.