The flu kills people every year. That is why it is recommended that you get the flu shot. With the exception of 2 young adults, everyone that has died has been over 65 years old and had comorbidities.
Yes, you can die from the flu. But not everyone who gets the flu is going to die.
Everyone should never leave their house until the this epidemic is over.
Edit: meant to quote mabenner1 and my last line is a joke.
A pregnant woman's immune system is not as strong as when she is not pregnant, so she would be more at-risk of death.
Also, the flu is contagious for 24 hours before you exhibit symptoms, so for those 24 hours, you're going out, going to work, potentially spreading it to someone who could be killed by the flu.
That's why all vaccines are so important -- those who are healthy enough to be immunized protect those who are too young or too ill to be immunized.