R..
I think that they don't find anything WRONG with having twins... they are just imagining the amount of work that comes with taking care of TWO newborns instead of just one! If it's a first time mother, they don't know what to expect so ONE baby is daunting enough. If it's someone who already has kids, they KNOW what to expect, so they know how much work it will be. I wouldn't take it personally. If someone says it and you are around, you could just interject with "Well, when there's twice the babies, there's twice the love!"
Personally, I can't wait to get my set of twins!!! LOL! They run very strong in my family, and my generation is due to have a set... I'm hoping I'm the lucky one to get them! Hee hee hee.