Perhaps Joseph believed that he could serve God by fighting with his sons against oppression and injustice. In a way, he did exactly that: his son broke the chains of sin and death and led captivity captive. But the baby in a manger looked nothing like he expected.
Perhaps Mary looked forward to a life of faithful obedience to the law, love for her family, and service to her community. In a sense, she got exactly that: she was the mother of Christ, the one who came to perfectly fulfill the law and whose sacrifice brought salvation to the whole world. But the baby in a manger looked nothing like she expected.