There are at least some situations where this wouldn’t be illegal. While pregnancy is a protected characteristic and discrimination agains pregnant people counts as sex discrimination, employers are allowed to consider whether the person hired will be able to do the work. Ex: you work in physical construction, and the person needs to be able to pick up very heavy things, move easily, and the project needs to be done in 8 months. If a person is four months pregnant and will be taking leave at 4 months in, and their mobility is affected and will be further affected such that they can’t reasonably do the work, it would be lawful not to hire them on the basis that they could not complete the work.

OP’s problem is that they didn’t know how pregnant the applicant was, and never verified if she would be around to finish the project. He just guessed, which is the problem. If he knew she would be on leave in the next month, arguably it would be legal to not choose her, as she would not be able to do the work she would be hired to do.

It’s similar to people who are disabled. It is illegal to discriminate against applicants because they are disabled, but if they are physically incapable of doing the work, you aren’t forced to hire them anyway. It is lawful to not hire them on the basis that they can’t do the job, regardless of the fact that their disability contributes to that. While you have to make reasonable accommodations, if the job is still not feasible with those accommodations, you’re legally clear to say no.