Fear is usually the reason. In some cases denial.

Actually it means you are apparently in denial.

Denial of materialism

Denial - outright rejection. --- Note that denial is also used in the sense of dogmatic refusal to believe (something). Well known examples include Holocaust denial and climate change denial.

It's rare but it does occur. There can be many factors involved such as the woman not having any symptoms of pregnancy, misinterpreting symptoms of pregnancy, thinking that they are infertile or being on birth control and not suspecting pregnancy, little to no weight gain, denial, mental health conditions, and many others.