Yea, I do think the pregnancy might be the only thing that could subdue the jews attacks against them. Even if Ethan doesn't give a shit about kids, it would probably be too bad of a look to go after a pregnant woman seeing as the whole reason for his monumental crash out was due to his kids.
Also, we haven't seen or heard any signs that she's actually pregnant, so if she is, she's probably in the first trimester.
Why does this matter? Well, between 20-30% of pregnancies end is miscarriage, with the first trimester of pregnancy being the most volatile out of the 3, where +80% of all miscarriages happen within the first trimester.
These reasons are why many couples wait until the end or after the first trimester to announce that they're pregnant. It's just really fucking common to have an early miscarriage, and honestly, it's really easy to pretend that you're pregnant, lie about having a miscarriage, and if you do it within the first few months nobody can prove you wrong. I wouldn't be surprised if this is what happens.