I'm not a terribly secure person when it comes to my relationship with my parents, my dad in particular. I can imagine that given your DH's relationship, he's heard this 'unplanned' as a rejection of him personally.
The thing is, it isn't personal, even if it feels that way. His parents were shocked about the idea of taking care of a baby at that moment in their lives, not him as such, it was the idea of a baby . Do you see the difference?
My DH and I concieved our first baby after almost 6 years of trying. I'm not finished with the pregnancy yet (36 weeks) but we'll meet our son or daughter soon. Our baby was very much planned and wanted and we had 6 years of longing for our idea of a baby but we know very little about this individual. We know our baby is of average size and from scans, likely to be healthy, that our midwife says that the heartbeat is happy everytime she hears it (which I assume means regular and healthy) and I know about how much it squiggles inside of me at different times of the day. But I don't know our baby's gender, appearence or personality in any depth.
I guess during pregnancy, I'm adjusting from loving the idea of a baby to bonding with this baby . But I'd imagine that this process will continue when our baby is born and reveals more of his/her personality. But those years of longing, whilst I'm sure its a common romantic notion that we wanted this baby the reality is that we wanted an idea of a baby - it wasn't really personal to this baby at all.
This is really highlighted on threads about the gender of babies. Where someone is worried about having one sex or the other, many people respond that they too didn't know how they could bond with a girl/boy but that they wouldn't be without the girl/boy that they had. Its because when thinking about their family they had ideas of babies in their head that were a certain gender, but when they got to know their own girl/boy they got to know them as an individual in a personal way.
What I'm trying to say is that the personal bond parents have with their new baby isn't dependent on whether the idea of a baby was planned or unplanned, its based on how they relate to the baby as an individual - which may begin to happen in the womb, but is mainly something that develops as the baby/child develops. That is the personal bit.
I'm not saying that it is impossible for whether the idea of a baby is planned or unplanned to have an affect on how the individual real baby is treated. For instance, if they wouldn't have choosen to have a baby because of a difficult relationship or financial circumstances then it might mean that there is a bit of a strain there. I reckon though that most people do adjust their expectations for their lives either once they are pregnant or once the baby arrives and love this new person unconditionally. Perhaps others, through depression or personality flaws can't adjust and may even resent the baby for the change in circumstances.
But I don't think your DH can assume that this was true in your parents case just because he was unplanned, perhaps he has assumed this based on other aspects of his relationships with them - he knows them better than we do. However it is worth him talking to his parents about it to get a better idea of whether he has just jumped to the conclusion of 'unwanted' or if it was justified.
For what its worth... despite TTC for almost 6 years, I did have a little wobble when I actually got pregnant. The reality that I was going to have a this baby in 8/9months rather than the idea of a baby at some distant point in the future was a bit scary and I felt a weight of responsibility and unready for it all really.
(I've avoided the use of the word 'love' here in favour of longing, bonding and connecting because I am certain I love this baby already and the idea that I don't really is ridiculous and off-putting. The truth is though, that my current love is based on the potential of this baby, this child, this future adult and in order to have a great relationship with him/her, I'll have to exchange that love of potential, for love and acceptance of who he/she is becoming, because that kind of love is more personal and is the foundation of a relationship with a truely independent human being rather than my projected hopes).
Sorry for the essay, I liked some of the points that others have made about how your DH could handle his feelings of rejection more healthily, but felt you were missing the understanding that it wasn't a personal rejection to be 'unplanned' at the very least, initially.
Hope that helps :)