The reason for that caution is due to the strength of the supplement - it is a high strength B12 and although vitamin B12 is safe for pregnancy, as far as we are aware there is no research to support this high a serving being safe.
Many supplements are not extensively studied in pregnant and lactating populations due to ethical concerns about potential risks to the fetus or infant. In the absence of sufficient evidence regarding safety, we feel we should advise against use as a precautionary measure - even if the risk is minimal or theoretical.
Ultimately, dietary choices are personal and we provide guidance which fits the evidence we have available. Generally, we would advise anyone under medical supervision (including pregnancy) to consult with their doctor before taking any supplement.