For most of the time, having normal sex when pregnant bears no risk no the unborn child as he is “well cushioned”. the amniotic fluid acts as a shock absorber thus physically protecting the child. However, due to the body changes in a woman, extra care must be taken to ensure any possible damaged is minimised.
having said that, unprotected sex is likely to introduce infections to the mother, which might end up affecting the unborn child. The cervix, during pregnancy is covered by a thick plug of mucus which stops any thing from getting to the baby. In addition, the baby is housed within the amniotic sac and all these, together with the very strict passage of materials accross the Placenta provides a sterile environment for the baby. however, some bugs eg syphilis are able to cross some of these barriers and affect the baby.
So,in summary, the developing baby is very well protected but there are some few exceptions where unprotected sex may cause injuries or infection