Kinda creepy, really.

In fiction, most protagonists have lost one or both parents:

Darth Vader AND Luke Skywalker

Nearly everyone in Game of Thrones

Don Draper

Harry Potter

Charlie (of Chocolate Factory fame)

Bella Swan (from Eclipse)

Sookie Stackhouse (from True Blood)

Cinderella, Snow White, The Little Mermaid, Bambi...

Come to think of it, almost every Disney protagonist.

Even the kids in Toy Story have no father.

Batman, Spiderman, Iron Man... Geez, just about every superhero too.

Excellent point! Even true in fiction!

Is it because people who lose parents early learn to become self reliant faster, in general?

The research review I read points to motivation arising from a very fundamental threat to security experienced at a young age. This is a bit too Freudian for my taste but it's hard to argue with the stats.