This is a myth. People have always known the link between sex and children.
The myth came about because the first explorers and anthropologists generally men. They spoke with other men. When a 35 year old man asks where do babies come from the informant doesn’t talk about sex, he assumes the anthropologist knows about sex, he tells them the stork stories.
Women might not talk to a man about sex at all.
The earliest women anthropologists also talked to men. It would be improper for a male informant to talk about sex to a foreign woman.
When women began to become anthropologists and talked to women that it was discovered that indigenous women know about sex and childbirth just as they know that the cessation of their periods signaled pregnancy.