I have not heard anything about pregnant peeps and dogs before., except for the pooper scooping ( in all honesty thats hubby job anyway

) and washing your hands afterwards.
I have heard a few things about cats though while pregnant and after, but again there's no reason not to keep them, just be aware of what you are doing.
When I went to the docs just before Christmas as I wanted more advice on ttc she asked me what kind of excercises etc I do so I said walking the dogs gym and aqua aerobics ( although I'm still overweight


) The doc actually said it was good for me and and the walking ( as long as not strenous) will help tone and relax the brain but said nothing about the dogs interferring apart from as long as they don't pull you over when you are pregnant!