"No sabemos exactamente cuando ocurrió."
Translation:We do not know exactly when it occurred.
"Lo" is a direct-object pronoun, i.e. the receiver of the action. Because the thing is question is doing the occurring, you would need a subject pronoun; however, the subject pronoun for inanimate objects is often omitted in Spanish, leading to the phrase as it is written.
"Cuando lo ocurrió" isn't correct, because "lo" can't be "it" as the subject of a verb. In my non-native speaker opinion, either "cuando esto ocurrió" or "cuando eso ocurrió" (when this or that happened) would be correct, and either could be shortened to "cuando ocurrió."
I'm native spaker and the alternative ways to say this sentence are:
No sabemos exactamente cuando ocurrió eso
No sabemos exactamente cuando ocurrió esto
generally you use "esto" when the action just happen, and "eso" when the action has happened a time ago.
sorry for my english.