Well… exactly. When you learn that a given woman has taken a pregnancy test, your probability that she is in fact pregnant goes up.

However, her probability is not affected by her taking the test: she takes the test for a reason, so merely taking actual action doesn't give her any meaningful information. Only the result of the test will tell her anything.

Similarly, if we're talking about your wife, you most likely know when she has sex (because it's with you), and maybe she tells you about her period and such. In this case, merely learning that she took a pregnancy test doesn't tell you anything you don't know.