My $10 says when the guy saw she was pregnant, he developed the conscience.
I'd guess the same thing, especially with the holidays approaching.
It's also a possibility that the hitman wasn't told that the woman was pregnant, despite the fact that he had emphasized that he needed to know *everything* about the target. When he found out his client had lied through omission, he aborted the mission and handed the guy to the cops on a platter.
I'm given to understand that the real professionals tend to be like that. ("Because if he lies about the target, what *else* is he lying about? Maybe the remainder of the money he owes you?")