Is it illegal for the tour group to not inform them that there is a pregnant woman in the group?

Illegal. According to the "Tourism Law" and other relevant laws and regulations, before travelers participate in tourism activities, travel agencies should inform them of matters related to the tourism activities, including but not limited to tourism consumer rights, tourism project content, safety precautions, etc., such as If a travel agency fails to fulfill its notification obligation and causes personal or property losses to tourists, the travel agency shall bear corresponding liability for compensation. Tour groups should abide by relevant laws and regulations when organizing tourism activities, provide tourists with sufficient information, and protect the rights and interests of tourists.