Yeah, their first reactions are definitely not the expressions of people who’ve been working on having a child. And that’s not weird. They had a wedding coming up, and generally people do wait till after they’re married. If nothing else, it’s usually less complicated that way.
Even if they’d been using birth control, it’s still not weird. There’s no perfect form of birth control. You can do a google search for the failure rates of various sorts. (Although if they’d been assiduous about this, then it does help to explain their surprise.)
John just seemed really surprised. After a second, he looked quite happy about it. (And this is understandable; even couples who want to have a child at some point tend to be taken aback a bit when they discover abruptly that that point is suddenly now. Well, several months from now, anyway.)
Mary was outright alarmed—and after seeing all three episodes this season, we can guess why. Although there could still be other reasons hidden in the wings; she still has a lot of mystery about her.