You should tell them really, I know your only early on but once you have registered with them and begin the plan they won't tailor your personal plan with babys best interests because they don't know your pregnant.
The pregnancy plan requires you to have more healthy extras and to consume certain things, if your not consuming them Hun baby won't be getting what it needs to grow and be healthy. Especially that your not 12 weeks yet I'd say not to make dietary changes to your body until after the 12 week mark. Any big changes in early stages can be more of a risk than any other time. Eat healthy but I'd be inclined to join s/w after 12 weeks or even after babys born to be honest. But do tell them lovey to keep baby safe, no amount of weight loss is worth increasing any risks.
Congratulations on baby news Iv just had my baby, he's 5 weeks now xxxx