Do you have a baby shower every baby or is it rude?

I had a baby shower with my first son, my second son was born in lockdown so didn't even think about it. Currently 24 weeks pregnant with my third son. My sister asked to throw me a baby shower, but I'm not sure if you're supposed to do one every baby? I don't know anyone who's had more than one. I live in the UK so not sure if it's a thing here or if it's rude or weird to have another one. Or if I have a second one is it a smaller version of one? Everyone I've spoken to isn't sure if it's right to have one or not. Though I'd see what everyone on here is doing