I think it depends - the pregnant women may or may not have persisting immunity against rubella.

If she does have immunity, then there is supposed to be protection from rubella, as there is a fraction of her rubella antibodies that is transferred to the fetal circulation through the placenta.

In Canada (or at least the province I'm in), it's routine to check rubella antibody levels in the a women's blood prior to or during early pregnancy, and see if they correspond to levels indicating immunity. The mother may have immunity from an actual previous exposure/infection with the virus, or from vaccination. There are certainly cases where the result has come back as no or indeterminate immunity, rather than suggestive of immunity.

Since the MMR (measles, mumps, rubella) vaccine is a live-virus vaccine, and the big reason to care about rubella in pregnancy is birth defects, the MMR vaccine is not recommended within a few weeks of starting to try and get pregnant, or during pregnancy.

All that said, I think the general recommendation is for pregnant women (immunized or not) is to avoid people with infectious diseases when possible.