Not only did she give birth in a strange town, with animals all around and no one but her husband, she was carrying the Son of God. I'm sure Joseph was supportive--as much as he could be. I imagine that being the earthly father of God's Son will do that to you. However, (and this is speculation on my part), due to cultural norms, he probably had no experience with a laboring woman--that was a woman's work. And I'm positive he hadn't read Husband Coached Childbirth. Mary was alone. Except for Him. The very God who was with Mary was also the child she was carrying.
(On a lighter note, I also have a newfound respect for Joseph, because seriously, how many times did they have to make bathroom stops?? Pregnant lady + donkey ride = yikes...)