Now the birth of Jesus Christ was as follows: when His mother Mary had been betrothed to Joseph, before they came together she was found to be with child by the Holy Spirit.Mary was pregnant, but not yet married. She was living among Jewish people, many of whom would have most certainly seen her as unclean. Perhaps "embarrassing" privilege is lacking in severity. Since Mary was living among a people whose law rightly condemned adulterers to death, Mary's privilege, while it was most certainly great, was a fearful privilege.
Mary appears to have been a strong God-fearing and righteous woman (see Luke 1:46-55). Out of all the women who could have been chosen to give birth to the Messiah, Mary was chosen. From this, it seems that Mary must have led a life of integrity. If Mary at any point told the general public of her encounter with the angel, perhaps her audience would have seriously considered that this wasn't just another disobedient daughter— that perhaps this story and Elizabeth's pregnancy (Luke 1:24) had something in common— that perhaps Mary's story was indeed the truth.
However, it's also important to consider that the midst of such a crazy situation, Mary might have been unaware of her surroundings. She knew why she was pregnant. She knew that she was going to give birth to the Messiah. She knew that she had really encountered an angel. Why should she take notice of the accusations being hurled at her? She feared God and was walking with Him! Perhaps she remained relatively stress-free in the middle of what appeared to be a deadly disaster.
Joseph's Dilemma - Matthew 1:19
The Virgin Birth - Matthew 1:18
Joseph, Do Not Be Afraid to Take Mary as Your Wife - Matthew 1:20
Joseph's Obedience and Jesus' Birth - Matthew 1:24-25
The Lineage of the Messiah - Matthew 1:1-17