It is NOT necessary that the parents be "Born in the U.S.", only that they were Citizens.
"The natives, or natural-born citizens, are those born in the country, of parents who are citizens." .... The Law of Nations or the Principles of Natural Law, 1758
“Clearly stated, to have Natural Born Status, your parents must be BORN in the US, and You must be born in the US.”
Oh, you mean like Romney and McCain, right? /s