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If they’ve undergone medical transitioning procedures (e.g. hormones), then yes, quite possibly.

They might find they have increased problems with gender dysphoria as their body changes during pregnancy. It might cause a number of problems that should be considered/monitored/treated by their doctors.

I'm not familiar with the topic so I don't know, but it seems reasonable that the question at a minimum needs to be asked.

That said, if they've transitioned they (I think) need to stop taking testosterone, which points out that hormone stuff could perhaps be different. There's also the social aspect of a man attending/needing typically women only support.