Where does it say that she is ill?
Doesn't say how long her journey was. Did she have to sit down, could she have stood? Was it that she needed to sit or would she have preferred to sit? Anyone pregnant or not would be more comfortable sitting. I've had bits of my pregnancies where I have really needed to sit and couldn't have managed a train journey standing. I've had bits of my pregnancies where I could have happily stood up no problem at all.
How many people did she ask? Did she ask? Never says she did, just says nobody gave up their seat.
The train company are perhaps lacking in interpersonal skills. The train guard could have said that in the future she would need to pay but that on this occasion given that the train was so full she could sit in first class. Or the guard could have asked someone to move.
Pregnancy is not an illness. However some women in pregnancy do struggle and need a seat which is why buses and trains have seats for the elderly, disabled and pregnant. The guard would have been perfectly entitled to ask someone sitting in those seats who was able bodied to move for her so ultimately the guard has failed in their duties but she sounds very woe is me and entitled.