Some women are more forgetful during pregnancy, while others feel the same as before. Scientific evidence shows that some forms of memory function can be impaired during pregnancy, but this is not the case for all cognitive processes. If pregnancy forgetfulness is in fact a thing, we should be careful with how we, as a society, interpret this.
In science, we not only try to show correlations between things, but we also try to say something about the underlying cause and what its effect is (causation). In most cases, we can only investigate correlations. It is thus important to know how causation works.