It makes it kind of true to life, doesn't it? A just-married couple doesn't normally pop out a baby immediately, right? XD Anyway, yeah, it does take a couple of days for the egg to show up.
If you want a baby to appear sooner, purchase another Tama-Go. Immediately after you mate two Tama-Go by connection, an egg appears, it hatches into two babies, the parents split up, and one baby stays with each parent.
You can also marry your Tamas with Music Stars and V5 and V5.5 That will help them having a baby faster too. Since both of the Babies will be the same gender. For later referance for you.
And ya, I do find the waiting a bit annouying sometimes too. But its worth it in the end.