We had a very stressful pregnancy (we were teenagers with no money and unhappy soon-to-be-grandparents). There was no joy in it, we tried not to tell anyone, and only two people said "congrats" when they found out. I'm sad about that to this day ... especially for my wife, who I think missed out on something a lot of women delight in.
Our other three kids came through foster care, they showed up with little notice and we adopted them several years later. There was no pregnancy experience.
So we've never celebrated a pregnancy, but we sure as heck celebrate our kids.