There have been some sporadic alpha thalassemia mutations found in Northern Europeans which are not related to immigration from Asia. This has been found in Dutch people so that's one possibility.
Each person has 4 alpha globin genes, 2 from each parent. A parent who is an alpha thal minor can give one or two alpha thal genes to the child, so if only one parent is a carrier, the child will have no more than two alpha thal genes, and if the parent only carries one alpha gene, the child will have 0 or 1 alpha thal gene, and the other alpha globin genes will be normal. It takes only one gene to be silent carrier state. Two would be considered alpha minor and three would be HbH disease. Because of your backgrounds and the rareness of alpha thal carriers in your ancestries, it is highly likely that your child has received only one or two alpha thal genes from one parent only. This would still results in some hemoglobin Barts, but would not pose any danger to the child. The only real danger would come from having children with another carrier. Because alpha thal is so difficult to diagnose from blood tests alone, it is also very difficult to diagnose whether it is one gene silent carrier or two gene minor. A special DNA test is the only sure way to tell how many genes are affected. If neither of you have a history of anemia, this is most likely silent carrier state.
There is also a small possibility of lab error in reading the blood test.