Konan found out she was pregnant quite by accident. But it hadn't been an accident when she obliterated half of the top floor of the tower in her panic. It took both Madara and Pein to restrain her. And she had only carelessly mentioned that her period was late this month, when her partner had dragged her off to Madara to get a 'check-up'. He took one look at her and proclaimed her to be pregnant with that bizarre Sharingan of his. She didn't dare question it, but instead skipped denial and joy and headed right into the panic phase.
After a few days, when she had been kept under lock, key and watchful gaze, Konan had calmed down enough to rationalize her situation. Obviously she would have to abort. She couldn't just have a kid, for gods' sakes! No doubt she'd be the worst mother on the planet, anyway. And she didn't even want to imagine Pein as any sort of father figure.
But the first time she'd mentioned finding a suitable medic to perform it, Pein had looked at her with what could only be described as alarm. "You're going to kill the baby?" He had asked her this with a completely straight face, a small sliver of alarm still present in his grey eyes. She could have laughed at him--and in fact, she did. He wanted her to keep it? It was a hilarious thought.
But he didn't think so. He looked away when she laughed, but it wasn't for a few days afterward that she finally figured out what the alarm had shifted to. He had looked hurt. Pein, the illustrious leader (at least as far as anyone else knew) of the equally infamous Akatsuki, looked hurt because she had told him she'd wanted to get rid of an accident.
Only instead of laughing this time, she cried.
The next day, she was utterly defeated with the subject. She couldn't deny him a child if he actually wanted the thing. Konan was just scared she'd mess up somewhere along the line--miscarriage, accident, even raising the kid--and then he'd be disappointed. Or if she'd become a liability to the organization. Right now it was all fine and good, but she wouldn't be able to fight very well six months from now!
But regardless of her secret fears and worries, Konan went to face her partner with a straight face. She only had one last thing to say to him, to see just how much he wanted this kid. "It's going to look like Yahiko."
Pein just levelly stared back at her. "I know. I hope it looks like you, though."
And that was the end of that.
Even if the next day he changed bodies.