Orphans have parents too. I'll grant you that we don't strictly need to know where he came from, but I have never come across a fictional orphan, especially one with some rare identifying characteristic, where the parents weren't revealed at some point. Gin's background and powers are sufficiently mysterious to beg for some sort of reveal.
There is also the fact that this is a long-running manga, rather than some short, condensed thing. In the latter it would make sense for all irrelevancies to be cut, but in a work like this, where Gorilla no doubt have to struggle to come up with material, revealing the backstory he must have concocted in his head over the years is such an easy option with such heavy payoff for the reader, it would almost be a waste to leave it unknown.