Athena is Odysseus’ friend and mentor. So when Athena found out that he were having a child, she was all over the place since Odysseus were her student and friend. She constantly was checking up on him; which confused him at first since he weren't the one carrying the child; Penelope was.

Poor Athena didn't get it since she was "birthed" by her father Zeus and sprouted out of his head, so she thought it worked the same for Odysseus.

Now Odysseus had to explain to Athena that he wasn’t pregnant. Penelope was.

“Athena, I’m not pregnant.”

Odysseus, now getting frustrated, continuously tried to explain to Athena that, but she wasn’t getting it, and Odysseus sighed at the innocent curiosity look on her face, like a child trying to gauge a reaction out of her father.