I think some people decide they should start just before they have a baby as their bits will be on display more than usual and getting waxed when you haven't done so before is more of a problem than getting your usual wax done close to your due date. New waxers are more likely to get ingrown hairs etc and have a tender area for longer than seasoned waxers.

I am not a waxer myself, but do whatever makes you feel better before and after labour. You really won't care during it.