Hi, I was burning a Magician. I wanted him to have a Mentor, Parents and Enemy, but as its written if you don’t have friends you don’t get to answer the rest of the questions neither, so basically if you have no Friend you also don’t have Parents nor Mentor. Is this intentional?
Stay cool 
The way I read it, the first option is sort of an escape valve for players who don’t have any interest in character relationships. “My guy doesn’t care about anyone! He has no attachments!” “Okay, but then you don’t get any Circles, either - and you still have an enemy.” You’re just picking between socially connected and not.
“Friend” is pretty vague, so if your character has connections at all, it shouldn’t be too hard to come up with something reasonable, right? Maybe the mentor has another apprentice, or the friend is a sibling or something. I’d read it as being less the case that having no friends means you don’t have parents or a mentor, and more the case that having parents or a mentor means you have a friend.
And that’s cool, but you HAVE to answer negatively to at least one of the question, so there is no way that you can have Parents, Mentor and Enemy.
Stay cool
I laugh every time I see that question. I may be wrong but this feels like Luke’s way of saying “Fine, you wanna be the dark and mysterious vanilla ranger we see in every game then sit there and shut up.”
Even better, RAW it says “Be quiet, go away, and get everyone else pizza, you ridiculous misanthrope.”
Everyone has a friend…unless you’re a loner.
Oh, and I like peppers and garlic on my pizza.
I can place my Parents as Friends… but that would be more forever-alone than having the Loner trait.
Stay cool
'Cause I’m a one man guy in the morning, I’m the same in the afternoon,
I’m a one man guy when the sun goes down, I whistle my one man tune.
Do your parents have friends? Use one of them perhaps. A godparent?
A small, but vicious, dog?
I gave the character I made a god as an enemy to make up for the fact that he has no friends.
To make up for it… or to explain it? 
Don’t forget imaginary friends. They’re real too!
Make him an athiest so he’s just got an imaginary enemy!
If you’re a loner, tough and cool you have parents, you might even see them at Christmas, but you’re not on speaking terms and it’s always awkward when your name comes up in conversation because then they’d have to explain why you can’t get a real job. You also might have had a mentor at some point, but you sent him packing on your 14th birthday because you’re too hard to listen to any of his crap.
In all seriousness though, the Loner, Tough&Cool ™ is the “out” answer for people who sit down at the table and tell everyone in their best Batman voice “I sit in the corner of the bar with my hood pulled down so nobody can see my face, one hand on my mug of ale and the other on my dagger in case any trouble comes around.” In the dysfunctional Fellowship of the Rings RPG in my mind, this is the guy who rolled up a hard-bitten ranger character and named him Strider.
I’m guessing that even a loner could circle up their own parents. It just won’t necessarily be free or guaranteed in that it’ll take a test and consume some manner of resource.