It depends where you work, but may be important for someone at work to know so they can risk assess your tasks and make adjustments to your duties of necessary. Pregnant women might also get more protection/rights (although unofficially in some workplaces you mat feel discriminated against) - for example where I worked and sick leave I needed would NOT be counted up as part of the usual sickness absence policy, so I wouldn't be put on a warning no matter how many days off I needed to take. I also was entitled to time off for ante-natal appointments etc.