Don't forget that a pregnant human woman is virtually incapacitated for any physical activity, for months at a time.
The Yeerks would want to keep their female hosts useful, I'd think, especially since the females are usually not engaged in direct warfare (most of the Controllers fought by the Animorphs were male), and are probably in technical, hospital, or administrative positions. Visser One herself had a female host, and if SHE was pregnant, things could go VERY badly for her subordinates.