I admit, I'm not sure where those kiddie-book sourcebooks end and fanon begins. Certainly, nothing in the cartoon mentioned Air Nomad parents at all, but given that Aang seems to be cared for by his Temple's leadership, and that nothing is said about him being an orphan, seems to support it.

Doh, it could also be a creator interview. Let me check... nope, not the one on ASN, anyway.