As Victoria pointed out, it is rare because of the strict prequesites and rules for valid national park sites the AI has even more trouble to fulfil than a human player (biggest difference is that the AI will neither plan ahead and reserve spaces long before the park option becomes available nor will they remove any blocking improvements by their own actions to make a site valid). But it can happen, if they somehow get a possible space late enough in the game and have then the faith around - here Kongo AI did it with help of mother nature...right after a megacolossal outbreak of the volcano cleared the needed tiles, they immediately founded one: