There are numerous signals that things are not all they should be, and that Oedipus is involved somehow. These work with the shepherd's words to create a terrible frisson of pain.
In the opening pages of "Oedipus the King," Oedipus speaks these lines:
" Ah! my poor children, known, ah, known too well,
The quest that brings you hither and your need.
Ye sicken all, well wot I, yet my pain,
How great soever yours, outtops it all."
He's speaking as a king, or so he thinks, but in reality, his pain will eventually be greater because he is responsible for the plague.
A bit later, Creon speaks the following lines:
" Good news, for e'en intolerable ills,
Finding right issue, tend to naught but good."
Notice the relationship between "ills" and "right issue." If bad events can bring good through good issue (children, offspring), then good parents can also bring bad issue…as is the case with Oedipus.
Examples like this abound throughout the play.