Body rejecting birth control?

Wasn't sure if this was the correct place to post but couldn't find anything else. I'm pregnant again for the third time. All the times I was on birth control. First on the pill, second shots, and third IUD. I don't know why this keeps happening, my husband and I aren't upset with this at all I'm just curious has this happened to anyone else? My doctor says my body is just rejecting birth control in general I guess? I just find it weird.