You showed me a quote of Lysa stating her kids and Cats kids will be close and she was happy.

You do understand that in a horrible marriage, having a child can be solace? She was happy for being pregnant, it doesn't necessarily mean she was overjoyed that Jon was the father.

And here from a Sansa chapter, she said did not want to marry him but had hoped he would die soon so she didn't refuse lol.

"They made me marry [Tyrion]. I never wanted it."

"No more than I did," [Lysa] said. "Jon Arryn was no dwarf, but he was old. You may not think so to see me now, but on the day we wed I was so lovely I put your mother to shame. But all Jon desired was my father's swords, to aid his darling boys. I should have refused him, but he was such an old man, how long could he live? Half his teeth were gone, and his breath smelled like bad cheese. I cannot abide a man with foul breath. Petyr's breath is always fresh . . . he was the first man I ever kissed, you know. My father said he was too lowborn, but I knew how high he'd rise. Jon gave him the customs for Gulltown to please me, but when he increased the incomes tenfold my lord husband saw how clever he was and gave him other appointments, even brought him to King's Landing to be master of coin. That was hard, to see him every day and still be wed to that old cold man. Jon did his duty in the bedchamber, but he could no more give me pleasure than he could give me children. His seed was old and weak. All my babies died but Robert, three girls and two boys. All my sweet little babies dead, and that old man just went on and on with his stinking breath. So you see, I have suffered too." Lady Lysa sniffed.