Finally, something concrete is that caffeine is both a stimulant
and a diuretic
and does cross
the placenta meaning your fetus is subjected to those
effects.
The way I look at it is a 2-6 lb. fetus (rough 3rd tri estimate), with immature excretory and nervous systems, doesn't need the extra work of dealing with a bunch of chemicals messing with those systems while developing all the time.
All that being said, personally, I love my cup of coffee.