Pregnant women don’t get colds?

Has anyone heard of pregnant women are not suppose to get sick? Like catch colds or get the flu? I caught a little cold and my grandma shockingly said “pregnant women don’t get sick!! You need to get checked out right away” I told her it’s just a cold and I’ve heard of pregnant women catching colds before lol. Am I wrong? Is there something that I need to know? Since when does pregnant women become immune to anything? Or could is be a different generation thing?