Hogarth print showing pregnant woman
This persistent falsehood is also trotted out for women in the nineteenth century, the “Victorian” era, but there is little evidence to support the claim in either century.
Poor and middle class women simply could not afford to remain sequestered away indoors for months on end—for crying out loud, they had too much work to do—and wealthy women, who theoretically could have done so, did not want to. Linda Baumgarten, Curator of Textiles at Colonial Williamsburg, points out in her book What Clothes Reveal (2002) that not only did colonial-era women venture outside their homes during pregnancy, they enjoyed active social lives, dining with friends, attending religious services and cultural events, and going about their daily business. Letters and diaries of the period provide ample evidence. 
Read “Letters From an Army Wife” or “Vanished Arizona” or any of the many books written by Army wives during the late nineteenth century and you will find that irregardless of their “condition”, they had to pack up and move on a moments notice, they had social obligations and they often gave birth while traveling. Certainly none of them were sequestered or “locked away”.
Absolutely! As an Army brat from a long line of Army wives, I know my ancestors in the western forts could not have lasted a day “indoors.” And those were officers’ wives, because enlisted men weren’t allowed to marry. (Usually.)
Depending on the time period, royal women would lie in, or move into their birthing chamber a month before the the birth. I have never heard this myth, but it’s ridiculous. The human race couldn’t have survived without women working while pregnant. (No offense to men. You need all the help you can get!)