When I had mice and my girls were pregnant I had a wheel in their cage. They didn't use it much and soon got bored with it and didn't use it at all. So I took it out to make more room for tunnels.
I think she will be fine with the wheel. She wouldn't purposely do something to hurt her unborn babies. Also, her running all the time is a lot better for her and her babies than her climbing and falling. Mice for some reason just need to be active. If she doesn't have a wheel she will find another way to keep busy, and falling/hitting her head is not good. (That's how my hamster died. She got sick of running in her wheel and took to climbing her water bottle. She fell one day when I was not home and I found her dead. She wasn't curled up, she was all stretched out so I assume she broke her neck.