I think that this is supposed to be an illustration of his character. He respects his parents only in a shallow way. Another such case is when Esau plans on killing Jacob as soon as his father dies (Genesis 27:41). He respects his father enough not to kill Jacob in his lifetime, but seemingly doesn't care that killing Jacob as soon as Isaac dies would also be against his wishes.
In the same way, Esau probably should have known that his parents didn't want him to marry a Canaanite wife. Apart from the fact that they told Jacob not to marry a Canaanite woman, Abraham had also made sure that Isaac wouldn't marry a Canaanite woman (Genesis 24:3). When he finds out for certain that his parents don't want him to marry a Canaanite woman, he marries an additional wife instead of divorcing the wife his parents disapprove of, which is also a way to comply in a way with his parents' preference but without requiring him to restrain his own.
Some teachers maintain Esau’s marriage to Mahalath the daughter of Ishmael reflected his desire to repent of his evil deeds and act in accordance with the wishes of his parents Isaac and Rebekah for a proper mate. However, according to another view, this marriage resulted from negative motives This negative attitude to Esau is based on his not divorcing his two Hittite wives Adah and Judith when he married Mahalath, even though he knew that they were displeasing to his parents. If he had married Mahalath to fulfill his parents’ bidding, he should have divorced them; since he did not do so, he merely increased his parents’ pain and suffering, Mahalath was as wicked as Esau’s first two wives.