So, let me get this straight. Joseph notices that Mary is pregnant. Joseph confronts Mary about it. And Mary replies: err, hmm, I know, the angel of the Lord came down and impregnated me. We’re going to have the child of God. And Joseph is like: okay, cool.
It’s all made up. Don’t take it so seriously. FYI, there are also no such thing as invisible wizards in the sky that grant wishes.