Because all the crap in sewage and stuff like nuclear waste can build up in your system, ajnd IF they cross the placenta (which I can't remember if they do, btw) they will be building up in a very immature system. I think it's something to do with mercury.
Also, the amount of sewage they eat has got to be a food poisoning hazard.
I think that the only reason for avoiding scallops while pregnant would be if you think there might be a chance that you could be allergic to them (ie family history of food allergies).
For example, my father is deathly allergic to all mollusks (scallops, oysters, squid etc.) and he developed this allergy in his early 30's. I developed the same allergy in my early 30's too. (luckily, I was aware of the possibility and as soon as I noticed a few hives, I got tested and am able to eat some mollusks, but not scallops, in moderation). If I had had children in my 20's before I developed my allergy, then it would have been wise for me to avoid scallops during my pregnancy given my father's allergy.
sorry, it's a little complicated, but does that make sense?
you should avoid scallops as they are filter feeders this means that they can accumulate toxins from algae found in their feeding waters that can cause diarrhoea, vomiting and even a nasty paralytic shellfish poisoning.
in saying that all British scallops have to come from category A waters which means they are very closely monitored for the algae and for bacteria and viruses from sewage. they are usually picked far out to sea away from any sewage. the cooking instructions should also eliminiate bacteria and viruses. In addition, the part of the scallop that acculates these toxins is discarded at sea. Yes I am very sad in knowing the insides of a scallop but it's my job!!
As long as they are bought from a reputable source (supermarket) and are cooked according to pack instructions they should be OK.
I was very gung-ho about seafood, which I love, last time, but learned the hard way - got nasty food poisoning twice from scallops (you'd think I'd have given up after the first time, wouldn't you?). DH ate the same both times with no reaction - he does have an iron stomach but I'm convinced my system was more sensitive due to pregnancy and just chucked out anything doubtful, as I've never experienced this from seafood before or since.