This suddenly came to me this morning.
What's the betting that Gwen's pregnancy is going to feature in the resolution of the plot?
The 456 need pre-pubescent children for something (we still don't know exactly what). What if that thing is a chemical that can be synthasied from a foetus or something? Or the foetus enables them to make their own children?
I wouldn't be suprised if Gwen has to give up her baby, or give herself up to the 456.
I know this is depressing thinking, but as someone said once;
If you hang a gun on a wall in act one, you must shoot it in act three.
There is no other obvious reason for Gwen to be pregnant. It hasn't influenced the plot in any other way.
Oh, I'm scared for tonight.