What was the visa that you entered the US on? Was it a dependent visa? You would have had to show proof of marriage in order to obtain such a visa. If you did not come on a dependent visa and you were never, in fact, married, then you can indicate that on the forms. Please clarify what status you currently hold and how you entered the US, on what type of visa.
Please let me know if you have any additional questions or how I can be of further assistance to you in this matter.
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