Is it a good idea for a pregnant woman to go to a "haunted house"?

I live in Alabama near the famous Sloss Furnace in Birmingham. Their website says it’s not recommended for pregnant women to go through but they won’t stop you. There’s no explanation as to why it’s not suggested so I don’t know how to weigh my options. I’ve never been to a place like this before but I really want to go. Does anyone have an idea as to why I shouldn’t go?