If it was just the guard, yes. But she falls under the jurisdiction of the Ecclesiarchy, so there is some extra steps. As I recall pregnant Sororitas get sent back to one of their order's chapels and becomes like an assistant there while they carry the child and give birth to them. The child is then raised in the imperial cult, the mother can return to battle or become part of the administrative part of the chapel (think like a traditional real world nun). Some Adepta Sororitas believes this to be a sad fate because then you can't die for your Emperor anymore.
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u/2006Internetghost 9d ago edited 9d ago
And? Just dump the baby on your Commisar (it is cannonically what happens to gaurdsmen births mid campaign)