All this took place to fulfill what the Lord had said through the prophet: “The virgin will conceive and give birth to a son, and they will call him Immanuel” (which means “God with us”). Matthew 1:22-23

            One, because it fulfilled prophecy from Isaiah 7:14.

            Two, because Jesus was born not from a sexual encounter, but a pure encounter with a pure woman and the Holy Spirit.

            Three, because his conception was a miracle saying only God could be behind this.