Terrorists are going to attack us with pregnant women. Wait what?

The FBI and Department of Homeland Security are warning against a new type of terrorism carried out by women who appear to be pregnant.

Now for a second I was a really terrified by this, especially since I am afraid of pregnant women anyhow. (I am always worried they are going to try and sue me for child support.)

But then I read this:

Authorities say there is "no specific, credible intelligence" that says terrorists are planning to use women and suicide bombers to attack, but the warning was sent to agencies across the country in the wake of recent attacks overseas.

Just how desperate is the Department of Homeland Security to scare us? And why?