He may be looking for his top-of-line ancestors, or islands of unrelated "orphans" in his file.

I use a Custom Fact called "Top of Line Ancestor" for my top-of-line ancestors. I also have a custom fact for "Top of Line US ancestor", as some of mine have been traced to Europe. You can then run a custom report, or filter for them in the Index.

A strict "no parents" report will mostly consist of spouses, or parents of spouses whose parents have not been entered, and be basically a report most people would not find very useful.

A top-of-line ancestor report of a selected person would be a neat report. I'm going to make that an enhancement request. The more that join me in doing so, the more attention it might get.