I submitted a late initial filing TPS application and last week I got an RFE. I did not file TPS the first time and had gone to Nepal at the start of 2016 for a couple of weeks. However, in the RFE it mentions that I should submit an evidence for Advance Parole. Since I was not in a TPS status nor had I applied for TPS application, there was no point in asking for Advance parole. Anyone has any idea what can be considered as a brief visit? Any suggestion on how I should reply will be very much appreciated.

Your RFE seems valid. You applied TPS before Dec 2016 and since your application is pending, you left the country on Jan 2017 (with other status) without getting Advance Parole, that contradicts with your TPS. Better consult a lawyer (any nepali lawyer ) to handle this situation.

If you went to NEPAL after applying for TPS , you will be denied.
If you went to NEPAL after the first designation period but you were not in TPS , consult with a lawyer and write a cover letter stating the purpose of the visti and what you experience back home. for eg: ma ghar jada I realized mero ghar bhatkya rahecha ani mero baba experiencing financial difficultes.