If you say to a woman that statistically outcomes are worse for her child because she falls into a certain category, how would she not feel like a failure. It's not about what I think, it's about how pregnant women might feel.
I don't think midwives often have time to discuss the statistical correlation. It's just asked like any other demographic information.
I was asked where I was born, I wasn't told that there is a correlation with being an immigrant mother and higher infant mortality or any other 'negative outcomes' or that it was compounded with my eldest with my then low education level, low income, my ethnicities, my age at the time, and other statistical disadvantages (the only time higher risk was mentioned was my being underweight). It doesn't mean me and every other mother like me are failures, it's population data.
Some professionals were great at using that to tailor information to me - at times I found the NHS system confusing and appreciated having things more fully explained - and other times my lack of experience in the setting and lack of knowledge were used against me which did lead to some issues. Both helping mothers and figuring out where our systems & the HCPs in them are failing are important ways of looking at this type of data.
My education and familiarity with the jargon & setting were part of me as an individual and any HCP should consider that. Some professionals may ask questions about that better than others, I've certainly had some clunkers in my time, but asking about demographic information with negative correlations isn't blaming the mothers, a large part of it is how our systems fail mothers in particular groups.