As a couple who is expecting a baby ourselves. We have swapped with other couples while Tazzie has been pregnant. She is getting near to her due date right now of July 4th, and till she is ready to after the baby is born, we have stopped, but we have swapped with other couples up untill about the 8th month. Some people don't mind it, and some do. The most swinging we have done during her pregnancy has usually been done in the 2nd. trimester when she has been so horny and wanting sex all the time. lol Like we said though, currently we have stopped swinging till she is ready to again.
It's a matter of people's preferance if they want to do it or not.