I agree, but that's what the story says... the mythos, as it were. The movies pick up when Anakin is nine years old, so I don't know all that much about his life up until that point.
Maybe it's part of the dramatisation or she didn't want to admit who the father was and so invented an immaculate conception to rationalise why she had a child at all. There are a lot of reasons why a woman might want to do that.