The transference of the Lord from the heart of Jagannatha Misra to the heart of Sacimata is explained by Srila Bhaktisiddhanta Sarasvati Thakura as follows
The transference of the Lord from the heart of Jagannātha Miśra to the heart of Śacīmātā is explained by Śrīla Bhaktisiddhānta Sarasvatī Ṭhākura as follows: "It is to be concluded that Jagannātha Miśra and Śacīmātā are nitya-siddhas, ever-pure associates of the Lord. Their hearts are always uncontaminated, and therefore they never forget the Supreme Personality of Godhead. A common man in this material world has a contaminated heart. He must therefore first purify his heart to come to the transcendental position. But Jagannātha Miśra and Śacīmātā were not a common man and woman with contaminated hearts. When the heart is uncontaminated, it is said to be in the existential position of Vasudeva. Vasudeva can beget Vāsudeva, or Kṛṣṇa, who is transcendentally situated."
It is to be understood that Śacīdevī did not become pregnant as an ordinary woman becomes pregnant because of sense indulgence. One should not think the pregnancy of Śacīmātā to be that of an ordinary woman, because that is an offense. One can understand the pregnancy of Śacīmātā when one is actually advanced in spiritual consciousness and fully engaged in the devotional service of the Lord.