Yes, Joseph did not expect that his fiancée would be the mother of the Messiah. He did not think the predictions of Micah and Isaiah would apply to his fiancée.
Joseph thought he and Mary were ordinary people. Even though he looked for the Messiah, he would not have thought in his wildest dreams that the Messiah would be raised by him.
Even though Joseph could have been taught the Talmud from a young age, and the Messiah’s birth was foretold by prophets like Micah, Isaiah, and Daniel, it did not occur to him that the Messiah would be so close.
We can’t blame Joseph too much though, because humans are often the same way. How many times have we thought the worst of someone when we should have given them the benefit of the doubt.
When Mary became pregnant and Joseph knew it wasn’t by him, he naturally thought that she slept with someone else. If you were in Joseph’s place at that time, would you believe it if Mary told you that she was pregnant because of the power of the Holy Spirit?
In Israel, most people did not understand about the Messiah even if they had learned about Him.
John the Baptist prophesied about who Jesus is and said: “Behold, the Lamb of God who takes away the sin of the world!” (John 1:29). But when he was in prison and faced hardships, even he started doubting this. While in prison, John sent disciples to ask Jesus who He was: “Are You the Expected One, or shall we look for someone else?” (Matthew 11:3). Jesus reassured John the Baptist that He was indeed the Messiah whom John had been proclaiming all along.
When two of Jesus’ disciples were on the road to Emmaus, they did not understand that the Messiah had to suffer. They were sad even though they heard from others that Jesus had resurrected. One of them said: “But we were hoping that it was He who was going to redeem Israel. Indeed, besides all this, it is the third day since these things happened. But also some women among us amazed us. When they were at the tomb early in the morning, and did not find His body, they came, saying that they had also seen a vision of angels who said that He was alive.” (Luke 24:21-23) So Jesus rebuked them and said to them, “O foolish men and slow of heart to believe in all that the prophets have spoken!” (Luke 24:25)
Peter proclaimed Jesus as the Christ. But he denied Him three times (Matthew 26:69-75). And Thomas would not believe until he touched Him (John 20:25).
So all this shows that we may be convinced of something when the times are good. But when we face hardships and temptations, it is easy to doubt and to think the worst.
Joseph thought the worst of Mary (but he was a good man and was deciding to let her go quietly instead of condemning her publicly).
And the disciples lost hope when they saw their Shepherd crucified. They were probably very much traumatized by the sight of the crucifixion.
Nevertheless, we should think the best of God and hang onto our faith and convictions in the worst of times, because God always brings about the best.
Jesus told His disciples beforehand: “Truly, truly, I say to you, that you will weep and lament, but the world will rejoice; you will grieve, but your grief will be turned into joy. Whenever a woman is in labor she has pain, because her hour has come; but when she gives birth to the child, she no longer remembers the anguish because of the joy that a child has been born into the world. Therefore you too have grief now; but I will see you again, and your heart will rejoice, and no one will take your joy away from you.” (John 16:20-22)
“And we know that God causes all things to work together for good to those who love God, to those who are called according to His purpose.” (Romans 8:28)