There's nothing wrong with going on hols with parents when you're an adult yourself. The OP sounds jealous of this woman she knows imo.
As to why a single woman may go on hols with parents, apart from the fact they may get on very well (some families DO get on you know OP!) it may be so that she has company. (In addition to getting on with her parents.)
Whilst I know that many single people have lots have friends and companions, they may not have anyone to go on hols with, and may not want to go alone, so why not go with your parents?
There is this assumption that all 'only' children are spoilt, and also all childfree women are selfish. Neither statement is true.
The OP stinks of envy, and I do genuinely wonder if the woman in question did actually say 'your parents obviously don't want to go on holiday with you!' Or even if she did, it was probably in retaliation to a snarky comment from the OP about adults going on hols with parents.
When I was much younger, me and my family would go on holiday in a big 8 berth caravan, and half way through the week, a couple of aunts would come along with nana, and a couple of cousins. 9 or 10 of us holed up in a caravan. Now THAT was fun. 
And the comment by @chavelia (top of page 2,) that states 'I always find it creepy when people say their parent is their best friend' is plain nasty and spiteful. Sounds like jealousy to me. Or a total lack of understanding that adult children can be very close to their parents. If everyone had a relationship with their parents like that - and like the woman that the OP is on about, the world would be a better place.