“This is incorrect. They believe Mary was born via immaculate conception. “
After about 4 minutes of research, I have determined that the source of confusion here is in the term “Immaculate Conception” (notice the capitalization).
The term doesn’t refer to a general phenomenon, rather a specific event. The belief is that both Mary and Yoshke were conceived without a father, but the term “Immaculate Conception” refers specifically to the conception of Yoshke