You can't assume that they didn't exist just because you haven't found them yet.

There could be name variations, such as use of middle names, or spelling errors, or other "glitches" that prevent them from showing up in the databases or documents you've seen.

If your goal is to find his parents, then you need to review all of his records before deciding that his parents are "fictitious."

Can you post everything you know about him? (I'm assuming that he's passed away...)