This requirement does NOT exist in law. If so, then there have been two Presidents in our nation's history who would have failed this requirement. Chester A. Arthur, and B. H. Obama. There is nothing in the Constitution, nor the 14th Amendment which speaks to a requirement of both parents having been born U.S. citizens. There is no case law either. There are opinions of scholars.
I did find informtation relating to a requirment that the parents of the person born in the U.S. having allegiance only to their adoptive country (the U.S.) while not having any allegiance to their home country or any other country. I also found mention that once the parents of a person born in the U.S. have become naturalized citizens, then their offspring automatically have NBC status. Rubio's parents were in the U.S. 19 years when he was born, and became U.S. citizens within a few years after Rubio's birth. Thus, Rubio would, by Constitutional law, be eligible to run for POTUS.