This is a very nice line of thinking! But I think the question, as stated, is imprecise.
As is correctly pointed out in the question, the KL map takes you from nilpotent orbits in $\mathfrak{g}$ to conjugacy classes in the Weyl group $W(\mathfrak{g})$. However, a given Richardson orbit is not uniquely associated to a single parabolic. In fact, it is not even associated to a unique Levi subalgebra.
To understand this, it is best to view Richardson orbits as those that are "induced" (in the sense of Lusztig-Spaltenstein) from zero orbits in proper Levi subalgebras. But, a given Richardson orbit can be induced from more than one (non-conjugate) Levi!
You can however associate a unique "Dixmier sheet" to a pair $(r,l)$, where $r$ is a Richardson Orbit and $l$ is one of the Levis from which it is induced. Now, I think it is a nice question to ask if one can naturally think of an analog of the KL map that takes you from a Dixmier sheet to a fixed conjugacy class of the Weyl Group and if this conjugacy class can be thought of coming from the Coxeter class of the corresponding parabolic sub-Weyl group.
But, I don't know of any work where something like this is pursued.
One more potential source of confusion : In the world of Weyl Groups, what is called a parabolic sub-Weyl group really corresponds to what is called a Levi subalgebra in the world of Lie Algebras and not to a "Parabolic" subalgebra. There are far too many Parabolic subalgebras. Even after you fix a Levi, a given Richardson orbit could have multiple "Polarizations" that correspond to choosing a Parabolic with that specific Levi factor.
As a reference for Richardson Orbits/Sheets/Polarizations, you can consult a paper of de Graaf and Elashvili, "Induced Nilpotent Orbits...".