I certainly have my share of seedlings with unknown heritage (a situation which I am endeavoring to improve). I can imagine it being worse for large hybridizing gardens (those with thousands or even tens of thousands of seedlings), so having some introductions where at least one parent is unknown would not be that surprising, or even having an occasional introduction where neither of the parents is known.
What is beginning to irk me, though, is when all of the introductions from a garden have no listed parentage. It makes me think that either the hybridizer is extremely lazy (not bothering to keep any records whatsoever), and/or extremely careless (losing labels, tags, and/or dropping seeds), or they are deliberately being cagey about something. More and more I want to have some idea of what behavior to expect from a daylily, especially if it is going to be one that I am going to shell out big $ for. If the plant is from a garden which never lists parentage, I have to ask myself (among other things) if it is because there are one or more well-known rust buckets in the ancestry.