If you're in the US, you should know this because if you want to apply for a passport, you'll be required to provide information about your parents such as birth dates and places. If you're divorced, you will have to provide the same info along with marriage and divorce date, even if it was decades ago. So if you have access to that info, make sure you record it somewhere safe for Future use.
If you're not in the US, you should know because this information can be difficult for people to get if they never knew one or both parents, or have a bad/non-relationship with them. Or if they had a contentious divorce or an abusive partner. Which is another reason why just leaving the country can be difficult for people who are already marginalized.
It's not an automatic denial either though. You can N/A those sections if you don't have the information. They may ask you to fill out an extra form but if you're an adult they may also just accept it if everything else is okay. What you shouldn't do is lie on the form. So don't N/A something where you do have the information.