The advantage to filing inland is that it allows non-visa-exempt nationals, who will most likely not be readmitted if they have to leave Canada, the option to remain legally in Canada with their partner while having their PR assessed. If they were to file outland and they had to leave to attend an interview overseas, they'd be separated from their partners for the duration of the process. It also allows people who are in Canada with work or study permits to continue working or studying while waiting for permanent status - but there are disadvantages to inland that need to be considered. One is that if the applicant leaves and they aren't readmitted to Canada, the inland application is forfeited. Also, there is no right of appeal, and thirdly, the processing times are long.
If a US citizen in Canada with a work or study permit files an inland application, there is little benefit unless they absolutely need to be able to continue working or studying and there is doubt as to whether or not their permit will be extended. Processing outland through Buffalo is faster - 5-10 months as opposed to 12-18 - and interviews are frequently waived for US/Canada spousal couples if they provide sufficient proof of their "genuine relationship". Even if there was an interview, travel to Buffalo might not be a big issue, depending on the Province - so I'd say the pregnancy shouldn't be the primary concern between filing inland and outland, except as it relates to healthcare and time "exiled" in Canada with an inland application because of the risk of forfeiture if the applicant leaves Canada during processing and cannot re-enter. With outland there is no residency requirement - you stay in Canada for as long as you can keep your temporary status valid by extending your work permit or, worse case scenario, apply to change your conditions to a visitor if your work permit is not extended. Spouses of Canadians with PR aps in process are nearly always extended, at least as visitors.
The healthcare is your primary issue, I'd say, because you'll likely want your pre-natal and delivery covered. So if you have the option to keep that without it being absolutely necessary through having your work permit extended again, file outland and get the thing over with in 6-10 months, as opposed to having to wait 12-18 months for status.
I actually thought of the same thing for my answer and then I read the original post again 