That Jesus was born without a father does not make him a son of God in any physical sense. Adam had neither father nor mother. The King of Salem, according to the Bible, was born without father and without mother.

“To whom also Abraham gave a tenth part of all, first being by interpretation King of righteousness, and after that also King of Salem, which is, King of peace; without father, without mother, without descent, having neither beginning of days, nor end of life; but made like unto the Son of God; abideth a priest continually”. (Hebrew 7:2-3)