Point of interest: Bloodborne (the video game, at least, and presumably the boardgame as well) has a number of recurring themes, including the moon, madness, the nature of reality… and above all else: Blood.
The game also branches into blood-related themes like menstruation, which then leads to themes about pregnancy. As in: Lots and lots of fetus monsters and mutated babies, the human reproductive cycle is very scary, Attack of the Killer Vaginas from Outer Space, and so forth.
Look up “Queen Yharnam”, or “Mergo”, or “the Orphan of Kos”, or… so much stuff, really. Want to get clobbered by a titanic abortion that looks vaguely like the late Prince Philip, wielding its own eyeball-encrusted placenta as a club? You’ve come to the right place.
Or check out the Blood Dregs that can be harvested from enemy Hunters, i.e. people just like you, the player character; do the items look like drops of blood laced with Eldritch God Sperm™? That’s probably nothing to worry about.
And yes, all of this can certainly be interpreted as being even more misogynistic; Bloodborne takes its Lovecraftian heritage seriously… even the problematic and outdated parts of it.
But in that context, maybe it makes sense to mark female characters as being unusual. Because in this game, they’re always exceptionally dangerous. Does that woman over there have a baby bump? Then you’re probably about to encounter a Boss battle.
TLDR: Bloodborne is a very messed-up game.