YES! There are several threads here and on
www.thefiringline.com on this matter.
A better question would be whether you see something right with exposing your unborn fetus to the factors of very loud noise (and related shock waves), chemicals, smoke, heavy metals, etc.
Unless you need to be shooting, such as you have to go out and get your own food from the wild or risk starving to death or because you have intruders breaking down your door, there really isn't a reason to exposing the fetus to those insults.
Will such insults necessarily harm the fetus? No. Might they harm it? Yes.
Here is a simple rule of thumb. Don't expose your fetus to anything that you would not expose your newborn child. You would not take your newborn to the gun range, would you, setting it on a bench behind the firing line as you blasted away? Probably not. So why would you expose a fetus?