That is correct, you can answer No to did you receive a 1095-A. Since there is no data listed on Part C of the 1095-A, you do not need to enter the form on your return.
If your parents received the Advanced Premium Tax Credit (have a number in Column C) then you would need to enter the form on your return. You are still not eligible to receive the credit as a dependent, but since your SSN was in the Marketplace as part of a policy receiving the credit, you would need to enter everything and then allocate the number from 0-100% as long as they total 100% between your return and your parents return.
Form 8962 is only for those who received the Premium Tax Credit in Advance or are eligible to receive it and want to receive it when they file their return.
As long as no credit was received, your return should not be rejected.
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