It's not like it's NECESSARY to not do any intercourse during the month of Ramadan but it is said that it's better not to do it because that way you aren't "spiritually" or "mentally" impure during this month, which is the best because then that will make praying and fasting easier. Your prayer and fast actually breaks if you do intercourse while you're fasting and in this month you're trying to fast for the entirety of the month.
And sometimes couples have intercourse during Ramadan, which is perfectly fine! It's just not suggested because then it would be hard to fast during that time (because like I said, the fast breaks during intercourse; I could explain if you want xD).
The baby won't get any negative effects
It's actually good if the baby is born during Ramadan too! Women who are pregnant (or are going through menstruation) aren't supposed to be fasting anyways.