MMR and chickenpox vaccines contain live attenuated germs, hence there is a risk of pathogens crossing the placenta and resulting in infection of foetus.
Whereas DPT vaccine is made from toxoids, inactive toxic substances extracted from pathogens, hence the risk of foetus getting infected is low.
Therefore, pregnant women are advised not to have vaccines containing live pathogens whereas the vaccines containing killed pathogens/toxoids are safe.