Why do people call it “the hard way of learning,” if a girl becomes knocked up with a guy who doesn’t treat her good?

Just want to know why people say that’s one of the hard ways.

Because the way I see it, is a baby’s life is not a consequence.
So why exactly do people say that when a relationship, or situation gets more serious, and things actually happen like; moving in together, going through a bad marrige, becoming pregnant
(either on accident, or planned)
is the “hard way?”