I've heard this question several times in my life. Usually when one leaves the door open when entering a building, the question echos out. We've just finished the season when many celebrate the Nativity. My family watched 2 movies, "The Prince of Peace," an animated film and, "The Nativity Story." Jesus was born in a barn. I have been inspired by these stories. The telling was a bit different in each film, just as any retelling of a historical event. This year was like most and I really am overwhelmed by the whole sequence of events. This year it is even more striking to me to hear that he was born in a "barn."
It wasn't enough that He became man, but He humbled himself to the lowest of lowly for mankind. For our salvation He came! He left the most glorified position. He even mentioned it in the prayer to Father before His crucifixion.
John 17:5 LITV And now Father, glorify Me with Yourself, with the glory which I had with You before the existence of the world.
He gave all of it up to come and become like us. To be humbled, to be spit upon, to be a sacrifice for our salvation. His own people did not believe that He was/is the Messiah. They had been waiting for Him. Even scholars from the East knew that His coming was imminent and the heavens gave a sign. It is much easier to believe that a young girl was promiscuous than that a virgin would give birth. No one would believe today that she was a virgin, but at least she wouldn't likely be stoned to death which would have been her fate if Joseph had not believed and intervened.
I am still blown away by the contrast and this remains in my spirit. Jesus chose to leave splendor beyond my wildest imagination to be humbled lower than low and be born in a barn. Why? So that you and I can join Him in His glory in the end if we choose rightly!