I think it's perfectly natural for a daughter to want to know the marital status of her parents.
He's you're father. He's family. There's a difference between telling him how to live his life and asking him if he's still married or not. (Or in the process of ending a marriage, as the case may be.)
"Dad, Lovely weather. I heard some rumors. Just want to check and see if it's true. How's about them Braves?" Quick and to the point. Like pulling a bandaid off. Trying to tip toe around these types of conversations only makes them more nerve wracking.
I think there isn't a right or wrong choice as to whether or not you talk to him, but what he does with the info should be up to him.
Good Luck.