As much as Bethel tries to convey the point that Jesus wasn't smart-mouthing his parents when he asked "Why did you have to look for me? Did you not know I must be in the house of my father?" so that kids in the Kingdom Hall do not start smart-mouthing their parents, it really does seem like a big 'Duh!' And he was right. They should have known.
Especially in view of the study note on Luke 2:46: "Historians say some of the foremost religious leaders would customarily remain at the temple after festivals and teach at one of the spacious porches there. People could sit at the feet of those men to listen and to ask questions."
Where did his parents think he was going to be? Off in some alley shooting dice with the delinquints? They knew of his miraculous birth, even if he did not at that time. Holy spirit is said to descend upon him 'like a dove' after being baptized, presumably recalling to him all his heavenly past.
He begins to minister in accord with what is revealed at his baptism and his relatives think he has gone nuts. "...they went out to seize him, for they were saying: "He has gone out of his mind." (Mark 3:21) But not his parents. They knew, so they should have known then, when he was 12.