Yes warm or hot baths can potentially hurt the baby during your pregnancy so it's best to avoid soaking in a warm or hot bath during the pregnancy.
The reason hot or warm baths can hurt the baby during pregnancy is due to the increase in the mothers body temperature affecting the babies blood flow.
The hot or warm baths can cause a potential increase in the pregnant mom's body temperature, which might reduce blood flow to the baby and cause stress.
That can lead to miscarriage and other problems with the baby and pregnancy.
So when you're pregnant you should avoid hot baths or warm baths even and take a warm shower instead so that the hot water doesn't linger around your body and increase your body temperature as much as the hot or warm bath water would be.
During my pregnancy the doctor told me to avoid soaking in baths and take a shower instead and I followed the doctors advise and the pregnancy went perfect and the baby was very healthy.