There are two ways to be a Jew: One is to convert, the other is to be born to a Jewish mother. No doubt that was plenty of evidence, but we keep in mind the scritural narratives that there were reportedly few people available in the Cave/Stable to witness the birth. The authors of Mark and John didn’t seem to think it mattered enough for them to mention.
And are there no connections to humanity through Mary? None whatsoever, however miraculous that seems? I would think that Jesus's life and birth are both a combination of miracle and natural, it seems to be the way God often worked in scriptures. Any theophany in the OT is an example.