I'll bet if they call the marketplace they'll find that one was issued to them. 

Maybe they applied and didn't follow through, maybe they're on a parents policy,  or they signed up but canceled it and still ended up with one month of coverage, creating the 1095A issuance.

I also saw an article that some nefarious insurance brokers had been caught creating bogus marketplace policies for people (for the commission I assume) and many people were discovering their ID had been used for this purpose, so they really need to CALL. and find out what has happened.