However, I have had to deal occasionally with http libraries that tried to parse everything and would not give you access to anything that they could not parse. This was incredibly frustrating for corner cases that the library authors hadn't considered.
If you are the one who is going to take action on the data, parse don't validate is the correct approach. If you are writing a library that deals with data that it doesn't fully understand, and you're handing that data to someone else to take action with, then it may not always be the right approach.