Was Rey’s parentage actually an essential part of her character? That’s what everyone assumed after TFA, but in the movie she basically just drops the question after Maz says they’re never coming back. I feel like Rian directly addressed the Rey theories just to show that he “subverted the fan expectations” or whatever.
Her desire for belonging was essential to her character, and having every character in TFA remark about it tied the question of parentage to it. That’s why calling her no one was so satisfying: people in-universe continue to wonder how she could have such power, just like in the real world.
I feel like you’re misinterpreting TFA. Her desire for belonging is a big part of her character, but her parentage was never a big part of it. It was actually almost never commented on, the only people obsessed with Rey’s parents were the fans. That’s why acknowledging the Rey theories feels like an unnecessary fourth wall break for me, because there’s zero evidence in TFA that Rey’s parents are anyone important.