No, this is a misconception. It is just that we know that God the Father is the literal Father of Jesus Christ. How this was done we have no knowledge.
You have no knowledge on the subject?
“This matter was a little changed in the case of the Savior of the world, the Son of the living God. The man Joseph, the husband of Mary, did not, that we know of, have more than one wife, but Mary the wife of Joseph had another husband. On this account infidels have called the Savior a bastard. This is merely a human opinion upon one of the inscrutable doings of the Almighty. That very babe that was cradled in the manger, was begotten, not by Joseph, the husband of Mary, but by another Being. Do you inquire by whom He was begotten by God our heavenly father.” (Brigham Young, Journal of Discourses, 11:268)
“The birth of the Savior was as natural as the births of our children; it was the result of natural action. He partook of flesh and blood--was begotten of his Father, as we were of our fathers.” (Brigham Yong, Journal of Discourses, 8:115).
The Church of Jesus Christ of Latter-day Saints proclaims that Jesus Christ is the Son of God in the most literal sense. The body in which he performed His mission in the flesh was sired by that same Holy Being we worship as God, our Eternal Father. Jesus was not the son of Joseph, nor was He Begotten by the Holy Ghost. He is the Son of the Eternal Father.” (The Teachings of Ezra Taft Benson, 1988, pages 6-7)
Cordially,