You're right, it makes sense that they are being extra careful in this case - the fact that Scully is their only doctor, the cold/snow, no hospital, the shredders, etc are all factors.

I am surely projecting based on my own experience, but I got really tired of people's misconceptions about pregnancy, especially about exercise/physical activity and pregnancy (and people are not shy about sharing their opinions). I was one of those people who continued my pre-pregnancy exercise routine, with a few modifications, all the way through the day I went into labor, and was happier for it (as was anyone around me!). Of course, I had no complicating factors or post-col extenuating circumstances.