The undead didn't know the nurse was pregnant. They seem to come into existence with some innate knowledge of werewolves and of their own undead state but that doesn't mean they know everything. In AAWiL, David's friend said that an undead must wander the Earth until the werewolf that killed them and any other werewolves in its bloodline are killed. In AAWiP, all the werewolves are derived from Serafine who is David's daughter but when Andy kills a werewolf, Brad is able to 'ascend'. Based on the information from these two movies, a werewolf's bloodline seems to include only the werewolf and its direct descendants. Since Serafine is David's direct descendant, and since her mother moved to Paris soon after David was killed, the undead from the first movie are probably still roaming the streets of London wondering why they haven't ascended.
The only real contradiction is that David's undead friend was able to touch stuff while the undead in the second movie couldn't. Maybe it requires a lot of concentration (like in the movie Ghost) and not everyone can do it.
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