Please ask this question of your doctor, there is more than one kind of thalassemia.
See: http://www.ncbi.nlm.nih.gov/pubmedhealth/PMH0001613 . If it is alpha thalassemia major, it sounds like there is the general risk of a severely shortened life span for the woman that is not associated with having a baby, but would be important to consider. It also sounds like in the worst form of thalassemia there is a risk of late-term stillbirth, or severe anemia in the baby's first year. Talk to your doctor, and see what kind of thalassemia you have exactly, and make your decision from there based on the risks.