The autopsy will show if she was pregnant or not. Either way, once that became a factor he should have stayed his hand.
I would have shot her if I thought she was a threat to my life or bodily integrity. From his words that we have seen, it does not appear that she was.
I would not give a person immunity because they say they are pregnant. They could simply stop, get down on the floor, and give up. I expect criminals to lie.
Actions are what speak in these situations.