Is it safe to have an exterminator come to the house while I am pregnant?

No. I would avoid as many exposures as possible, especially big ones like this. Of course, having an infestation is not a wonderful thing either. If you feel it's necessary, find alternative living arrangements for a week to let the fumes die down some before going back in the house. Then load up on foods that enhance the liver (body's major detoxifier): broccoli, garlic, cauliflower, coconut oil.
No. I would avoid any exposure to toxic chemicals when pregnant.