They do recommend flats but I don't know why to be honest? Perhaps because your centre of gravity shifts and you're more likely to overbalance Heels also tend to put strain on your calves and lower back so might cause problems if you are prone to this during pregnancy. Someone else may know the proper reason better then me.
All I know is that I wore my heeled boots all winter and early spring and was fine with them. I had no option really as trying to get short mat trousers for work with legs my length was a nightmare and I had to wear heels to stop dragging my trousers on the ground I'm in flats now but only because my ankles are size of an elephants and I cant get my boots/shoes to fit
Personally I've just worn what's been comfortable and fits!