Is this normal? :
Two of my characters keep going in the love shack. They leave, then they go in again, right after.

It finally, just stopped (the girl had a baby).

That was perfectly normal behavior. One of them was probably set to parenting, and as soon as the last action (going indoors) was completed, they went to embrace again. The general order in which they will embrace is predetermined, so he would continue to embrace the same lady until she was nursing (or visa versa).

Oh, it was weird, it said the man was waiting for someone, and, then they went back in.

If he is waiting for someone, that means the woman is the one doing the embracing.

Ok, thanks.

She had her baby, then I put her on another person, it said going inside, and "POP!" there's a baby, they didnt even get inside.

The actual nursing begins as soon as the drop is complete. You don't have to wait until they go indoors to see if they are actually going to get a baby.

Oh, thanks.