Pregnant women could get on their bikes and stay healthy with better support. Medical advice from risk-averse health professionals may contribute to some women's decisions to stop cycling to work during pregnancy, meaning they miss out on the potential benefits of the active commute. A recent study reveals the reasons why women decide to stop or continue cycling to work when they are pregnant, including often ambiguously worded or overly-cautious advice from medical guidelines, midwives and obstetricians. Source 4f.
I have seen women working until days before the give birth and others that feel that they are gonna break if they do anything and act like they are fine China.
I see no reason why a pregnant woman can not bike to work or just bike as exercise as a way to keep fit and feeling good.