Jesus was conceived by the Holy Spirit in the womb of the virgin Mary, as in Luke's Gospel. Jesus taught us to call God our Father, but the rest of us humans were not conceived in the same way as Jesus was when He took upon Himself our human nature.
If there is a way to complicate anything, people will do it.
I prefer the simple understanding that if Jesus the Christ said to pray to OUR Father then it means we are our Father’s children, regardless of how we were conceived.