First of all, as others have said, many Catholics do confuse the “Immaculate Conception” of Mary with Jesus’s conception, and we are frequently reminded from the pulpit that the Immaculate Conception refers to Mary’s conception. If Mr. Ashenden has any confusion on this point, it will no doubt be remedied quickly by priests and knowledgable Catholics “correcting” him. And if he is as much into Marian devotion as he states, he will be reminded of this through his Mariological readings, which focus very heavily on aspects of the Immaculate Conception.
Second of all, the way the sentence is constructed is confusing. It reads: “that Jesus was the Son of God and was born of the Virgin Mary thanks to the Immaculate Conception, which we celebrate at Christmas”. It is unclear from reading this whether Mr. Ashenden’s “which we celebrate at Christmas” refers to the celebration of Jesus being “born of the Virgin Mary” (which would be correct) or “the Immaculate Conception” itself. The Immaculate Conception has its own feast day approximately 2 weeks prior to Christmas, so he could even be thinking of that as somehow part of the Christmas season.
In any event, I am sure he will go through some kind of preparation process whether it’s RCIA or some process specially tailored for himself. I wouldn’t worry about it, the main thing is that we rejoice that he is “coming home”.