I never had any refusals. I do not know why they are telling me I had refusal in first place.
Alright. It will be too blunt to just tell them that you do not have a refusal. You need evidence. Ask your parents if they had applied for a visa on your behalf in the past. If not, you can try this; Go to the Australian Embassy website in your country of residence and check for the requirements for a visa (probably tourist visa). After that, quote your case in that order.
For example.
Dear immigration officer,
In order to fully qualify or be eligible to apply for an Australian visa in my (country), I have to satisfy the following conditions.
1. Fill in an application form
2. Provide biometric data
3. Provide proof of funds etc
4.xxxx
After that, state that you did not undergo any of the preconditions stated above.
After that, inform them about your current country of residence and give them details of the Australian consulate in that country. Further state that in order to verify this information, you have once again provided the email address, phone number(s) of the consulate.
This is just my opinion but I hope it helps in a way.