I dnt think its that if they hear the word pregnant then the visa will be denied. Its if they think your prrents will not return back. They are looking for reason for them to come back to the country so if they are retired officers, etc then its more likely they wont get the visa.

I have heard many people apply (not only parents) and have recieved visa saying that they are going to help whoever is pregant and take care of them and the baby.