Poets pack a lot of meaning / emotion into their words — you could think of them as “full” of the stuff that makes up life, like a pregnant woman is more literally filled with another life.
"convincing, weighty, pithy," late 14c., "cogent, convincing, compelling" (of evidence, an argument, etc.); sense of "full of meaning" is from c. 1400. According to OED from Old French preignant, present participle of preindre "press, squeeze, stamp, crush," from earlier priembre, from Latin premere "to press, hold fast, cover, crowd, compress" (from PIE root per- (4) "to strike").*
https://www.etymonline.com/word/pregnant
(TIL, for those who'd suspect otherwise. I'm quite a fan of etymology, and Etymology Online in particular.)
https://en.wikipedia.org/wiki/Comic_timing#Pregnant_pause
(Although I've also heard it used for pauses outside of comedy)