To be more clear about what they mean, “immaculate conception” refers to Mary being born without original sin and continuing to be free from sin throughout life. This allowed her to be a worthy mother to bring God’s child into the world. This is generally only a tenet of Catholic teaching, and most other denominations reject the notion.

The term for a woman becoming pregnant without sex is “spontaneous conception,” and it does rarely occur in some animals when they are isolated from males of their species. Though in those situations, the offspring are exclusively female as the female only has X chromosomes to pass on.

https://en.wikipedia.org/wiki/Immaculate_Conception

FYI, “fiancée” refers to a woman, and “fiancé” refers to a man.

At least he was brought to tears by the end of the interview when his invective didn’t go unchallenged.