You have a problem with alcohol and pregnancy, but you don't have a problem with Dwellers shooting and killing people with guns?
It's a game. If you don't want kids playing it, don't give it to kids to play with.
If you look carefully, you'll see the pregnant women are always drinking Nuka Cola. Maybe not the best to drink during pregnancy either, but still way better than alcoholic drinks obviously.
Bars do not only stock alcoholic drinks.
Banning pregnant women from bars because bars have alcohol is the hallmark of a totalitarian state.
(which as Overseer you are free to create)
But don't impose that kind of restrictive thinking on over Vaults
Actually, depending on the bar, kids are allowed.
In the late 70s, i spent countless hours in a bar drinking soda and playing pool while my grandpa drank beer. Also at the bar I frequent there are children allowed in with their parents (but kids aren't allowed to sit up at the bar itself).
Maybe it was growing up in a family with heavy German influence (most of my ancestors came from Germany at one point or another), drinking was very common at family gatherings and even us kids were offered a beer if we wanted (but due to how gross it tasted when I was a kid, most of us passed).
Guns happen, beer happens. Just play the game and don't worry about it. If a Fallout-type world ever happened for us, pregnant women drinking alcohol will be the least of your concerns.
Well, repopulating the Earth after nuclear apocalypse with children with severe mental disabilities due to alcohol abuse by their mothers might be quite a concern though.