Gilbert Sheldon was born at Ashbourne in Derbyshire on July 19, 1598. Very little is known of his family background.
It drives me crazy to read about some historical figure that "not much is known of her early life," or "no-one knows why she made the decision." These seem to be a stock way to deflect anticipated criticism over a lack of detail.
Of course, the absence of information is impossible to cite or verify, unless it has itself been studied and reported on. The claims also leave unclear whether the author is reflecting the consensus of a group of scholars that the information does not exist, or in fact oblivious to information that does exist.
Is a disclaimer for missing historical background ever useful and appropriate?
Without some statement regarding the early life of the subject of the biography, it is impossible to tell whether the author looked hard and found nothing or just didn't bother.
By writing that little is known, it indicates that the author (or others whose work the biography draws on) has made efforts towards finding such information but that it is not available.
Pointing out the explicit difference helps readers who either wish to learn more or would wonder (as you seem to have done) at the lack of detail.