There is nothing logical or rational in dogmas.That is basic Catholic doctrine, even a part of its Credo.
In the Nicene Creed, the wording is that he is "begotten, not made" and "consubstantial with the Father".
In the Apostles' Creed that belief takes the form of a statement that Jesus was conceived "of the Holy Spirit", meaning that there was no human sperm involved in his conception. It is not obvious to me whether a human egg was involved.
All of that amounts to fancy wording to claim that Jesus' existence is literally a miracle given human form, and that he somehow is both the same as god itself and manifest as a human being.
It does not make any logical sense, but that is arguably the point.
Nicene Creed - Wikipedia
en.wikipedia.org
Apostles' Creed - Wikipedia
en.wikipedia.org
You accept them.
Or you don't.