Should I mention in statement of purpose that my undergrad degree is in a different field because my parents wanted me to do it?
Do not say: 


  "I did engineering undergraduate because my parents made me."


Why?
Because you are applying for graduate school. The admissions committee wants to see adults. Referring to your parents (at all) makes it seem like you are not independent -- that your parents run your life. Whether or not they do, it does not benefit you to give such an impression. You don't want to put the idea in their heads, whether or not it is true now (or then).

I suggest, if your really must mention it at all, something along the lines of: 


  "My time as a Engineering undergraduate has made clear to me my true desires. While engineering is a interesting and worthy subject, my passion is for mathematical side I saw during my studies."