For most people, there comes a time in life when it's safe to assume that your parents know you're having, or at least have had, sex. Maybe it's not discussed in your family, and that time doesn't come until you're married, or even as late as when you produce a grandchild (100 percent irrefutable proof). Or maybe it is discussed, and one or the other of you initiates conversation. Of course, another way for parents to find out is to hear you having sex, or, God forbid, walk in on it.
Lied to my dad about a friend coming over for a sleep over. 11pm rolls around, dad quietly walks down the basement stairs to say hi. Switches lights on, sees my gf and I, exclaims "That doesn't look like Grant!" and then runs back up stairs.