If she lost the baby, there was nothing good would come to her. Dacre would be livid, obviously. He had threatened her to take care of herself and the baby, because he was not going to lose the last piece of Killian.
He didn't say it that way, but Nycta knew that was what he meant. She was too hurt by the betrayal to feel anything. All this time she thought, he had something going on with Rose, but as it turned out, it was the same man that she had been spending her time with to exact her revenge.
How sick this whole relationship was.
Not to mention, if she lost this baby, she was going to sleep with some random man again, because Dacre couldn't have a child on his own and he needed an heir to secure his position and unfortunately, Nycta's fate tied with him in this matter. If they dethroned Dacre, she would go down with him as well.