That is a feature that was halfway in progress when I started the bugfixes. It is going to operate like the Lactation feature. Basically, when she is pregnant she will not automatically know. When she finds out, if she wants it or passes a loyalty check, she will tell you (prompting a dialogue button) . Otherwise she will try to hide it from you as long as possible.
Like I said, it's implementation was interrupted by a bugfix spree but should be there in v.07.