In first century Judea, marriage was quite different that modern western practice. A Jewish marriage was composed of several parts, the first Kiddushin was similar to modern engagement. Next there was a period of time the Husband had in order to make a home for his wife to move into, often a year but the point was that the Husband was financially ready to care for his wife. One aspect to the waiting period between Kiddushin and Nissuin was to provide confidence to the husband that his wife to be was not with child when they were married thus "ensuring" paternity of any children. Once they are ready to live together the Nissuin was when the couple began cohabitation and were from a legal and religious perspective formally married. Finally a wedding feast was a communal event that could last several days.

While in structure it is similar to modern marriages, the engagement was a legally binding commitment and the waiting period was primarily for the husbands benefit. Whenever the couple began living together they were considered legally married. In the case of Joseph he could have gotten a divorce from Mary because she was pregnant during this waiting period, although it wasn't unheard of for couples to become pregnant during this period depending on the wealth/class of the families involved.

Joseph was her husband and they were going from Nazareth to Bethlehem to register in the census and pay taxes. They were not "ran out" of Nazareth, and Mary was travelling with Joseph specifically because she was pregnant.