It's a “Word made Flesh” belief. What do you think Jesus was made of, huh?, thin air, magical Spirit?
You call yourselves Christian? UNBELIEVABLE!
I do believe Jesus is the literal Son of God, but that Mary conceived through the power of the Holy Ghost, supernaturally, not through physical contact with a god of flesh and bones.
Mormon teachings on God, make it impossible to accept anything other than God had sex with Mary.