I don't think it's that strange. When I was pregnant with my lost baby, I always swore she was a girl. When we lost her (1st tri loss), my husband kept saying that she just wasn't ready to come, but our next baby would be her again. I never believed him and thought it was silly. But when I got pregnant again and it was a girl, I really felt like it was the same baby. LO is 8 months old now and I STILL think of her as the same baby I lost before. Ever since I had her, I've been at complete peace with the loss and I really feel like she's the same baby who just came back a second time.
I really do believe that the first pregnancy was her soul trying to come to this earth, but the body wasn't strong enough, so she came back again the second time and this time the physical body was strong enough to survive, so she was finally born. I am NOT religious and NEVER believe things like that, so it's really odd that I feel this way. But I feel so strongly in my heart that it was always her. Maybe that's just because she's the only baby I've ever really had or because it's just my mind's way of rationalizing the loss, but it feels so real and it makes me happy, so I stopped questioning it a long time ago.
My husband feels the same way too. We both now always refer to the first pregnancy as LO.