Well, you have two separate issues here. The first is why she never married. With no birth control, unwanted pregnancies were rife, and usually a couple would marry when a child was expected, because of the shame hurled upon them (mostly on the woman). However, sometimes marriage wasn't possible, because the father may have been already married, or may have died. If the woman had been shamed because of the illegitimate son, then she may well have gone to live with whoever would have her. All you can do is to get a picture of the whole family, and try to work out the most logical reason as to why she never married the father.
The second part is where she says she came from. Many reasons for this - forgetfullness in later life, trying to hide something, trying to cover up a lie told for a variety of reasons. Sometimes it's just a case that someone else filled in the forms, and either mis-heard or guessed. I'm sure there's a lot more reasons that I haven't thought of.
