Windows 8.1 x64, Process Hacker 2.39.124 (latest at the moment)
The problem is illustrated in this screenshot:
I have a bunch of processes started by explorer.exe, and while some of them (like Thunderbird in this example) are displayed as explorer's child with resolved parent, for many more (like Skype here) parent is resolved to be "Non-existent process". You can clearly see that PID matches. Besides, Skype was actually started by Explorer.
I might add that I recently reinstalled Windows (using same distr), and wasn't encountering this issue for many years of using PH before reinstall.