She was a married woman. So were Sarah, Hannah, and Samson's mothers: married women. If Mary knew she would shortly be having sex with Joseph, if this was expected to be the natural course of things, there wouldn't have been any initial perplexity about where this promised baby in the unspecified future (as yet unconceived) was going to come from.
Look at it closely. You'll notice she was perplexed BEFORE she was told that the child would be the Son of the Most High. As far as Mary knew at that moment, it was a promised natural baby in the natural manner.
Like... WHAT? Me, have a baby? Sometime in the future? How would that happen?
Perhaps you're not as familiar with the account as you need to be.
26Now in the sixth month the angel Gabriel was sent from God to a city in Galilee called Nazareth, 27to a virgin engaged to a man whose name was Joseph, of the descendants of David; and the virgin’s name was Mary. 28And coming in, he said to her, “Greetings, favored one! The Lord is with you.”
29But she was very perplexed at
this statement,
and kept pondering what kind of salutation this was. 30The angel said to her, “Do not be afraid, Mary; for you have found favor with God. 31“And behold, you will conceive in your womb and bear a son, and you shall name Him Jesus.
32“He will be great and will be called the Son of the Most High; and the Lord God will give Him the throne of His father David; 33and He will reign over the house of Jacob forever, and His kingdom will have no end.”
34Mary said to the angel, “How can this be, since I am a virgin?” Luke 1:28-34 NASB
Sounds like a PROPER response...
...unless you've some kind of a SECRET pact with your 'husband' to NOT have any sexual relations at ALL in the future.
WHAT? Me, have a baby? Sometime in the future? How would that happen since me and Joe ain't gonna be doing NOTHING like that!!!