There are multiple vectors for them obtaining that information - location records from your phone, receipts for parking ramps at a hospital, any mention about a

There are multiple vectors for them obtaining that information - location records from your phone, receipts for parking ramps at a hospital, any mention about a pregnancy or baby on social media in the past (pregnancy announcement etc), image recognition of the newborn, registering for baby related gifts, buying pregnancy/baby related items (books, classes, equipment etc), a third party selling your information (health insurance maybe?), or using your web search history. It's safe to assume that much of the data we all leak is being mined for revenue.