The historical record is spotty, but we can pretty confidently say
In The Divinity of the Roman Emperor (1931) by Lily Ross Taylor, she spends two chapters encyclopedically listing the growing adulation and pomp surrounding Julius Caesar before and after death. Ch. iii ends
As a matter of fact, Caesar was probably too far past the romantic glamor of youth to inspire anything like the same spontaneous worship that Augustus did later. Unlike Augustus or perhaps Scipio Africanus at an earlier time, Caesar does not seem to have been the subject of a popular legend during his lifetime. There was apparently no story about his miraculous birth, or about omens that showed his divine destiny during his infancy. Such a legend is an important element in creating belief that a man is divine. In Caesar's case it was his death at the hands of assassins that brought him into the number of the gods "not simply on the lips of men passing decrees but in the conviction of the masses." (Suet., Jul., 88.)
It's also very implausible, because Caesar's much heralded links to both Mars and Venus came through his male ancestry. Neither he nor Augustus after him would want the legacy of the Julia to disappear. This contrasts with the situation for Augustus, who was only connected to Caesar's family through his mother. His father's line wasn't as important as the bump from a miraculous birth; lo and behold, such legends did start springing up.
Most likely someone mixed him up with claims about Augustus. They might have also mixed up his claims about himself with his claims about his ancestors, some of whom were supposedly demigods.