Quote the DfE guidance issued 14th May(my bold):
Clinically vulnerable individuals who are at higher risk of severe illness (for example, people with some pre-existing conditions as set out in the
staying at home and away from others (social distancing) guidance) have been advised to take extra care in observing social distancing and should work from home where possible.
This includes pregnant women. Education and childcare settings should endeavour to support this, for example by asking staff to support remote education, carry out lesson planning or other roles which can be done from home.