I think I would be given pause, that's for sure, and it's very possible someone would have to snap me out of it. If only, because it's so completely unexpected. I've noticed that things which are completely out of the ordinary tend to be difficult to understand at first. IOW, I would see a squirming red thing making a lot of noise, but it might take a moment for the idea of baby to pop into my head.
I agree with a pp that there MUST be a level of denial going on. I saw an episode where the lady had taken multiple tests, got negative results and assumed she had a tumor. Well, she didn't want a diagnosis, because then she would be sick (what you don't know won't hurt you, right?). She found out she was within two weeks of delivery and then they called her that night, said her test results came back and they needed to give her an emergency C-section. Can you imagine? Going home, omg I pregnant and then getting a call that you had to come back and give birth now?!?
I avoid that show, don't want the kids watching it, but sometimes I get drawn in......