These are such intimate scriptures to me in the way that it baffles my mind to know that God was there with me, with His hands wrapped around me before I could remember, before I was born. How amazing and magnificent He is!
God is timeless. He knows what time is, but in a spiritual realm (such as Heaven), the time does not matter (Psalm 90:4). Nothing is impossible for God and we should not set limitations on Him. He knew we would one day be in our mother's womb and our identity.
I don't want to be harsh and want you to know the words you mentioned in the original post may rub some the wrong way. A lot of us had challenges growing up and some of us had traumas. I believe God placed me with my family for a reason even though they may not have been a first choice if I could choose. What about children of sexual, physical, and emotional abuse? The starving and ill children across the world? The silently and painfully aborted? Would they have chosen their families if they knew these things? Probably not.
I consider this a bit dangerous to say that we had an option and this is why we cannot recall the memories of being formed in our mothers or the day we were born with absolute certainty. There is nothing in the bible that states this.
It seems to me as if we are closest to God during our creation, at birth, and at death. Not saying we aren't close to Him in our life, but in creation that He formed us before we knew the evils of the world - how special, pure, and wonderful! Then at our death, we we are about to meey God as He brings us home.