Wow everyone, thank you for your responses. I have to admit, I am actually surprised. I really though everyone was going to think I was a horrible person for not calling yet about the baby.
To clarify things: My sister did come to visit me as she originally planned. She was going on a long vacation from her residency and to accommodate that, had been working crazy shifts at the hospital. I hadn't been in communication with her because of that until just a day or so before hand when she confirmed her pickup and willingness to do whatever I wanted for those few days by text before she fell into bed to sleep off her time on call. I wasn't going to let the whole cousin thing ruin my favorite holiday, and we had a really fun time together.
This set of cousins has always subtly (well I guess it used to be subtle) preferred my sister to me, so it isn't really unusual that plans made together would go primarily through my sister unless my direct input was needed. I think in my mind, it was upsetting mostly because they directly asked me if they could stay at my apartment and I told them yes. Even if my sister was the hostess due to her role in the planning, I felt like they could have told me they were no longer staying at my apartment. When we were planning, we originally chose between my city and a beach city. The cousin actually stated that she preferred to visit my town and then asked if they could stay with me. I directly responded that I thought it was a great plan and was happy to have them stay with me.
As for her reluctance to drive while pregnant, I suspect that she found out she was pregnant after we planned this and wanted to be in town with her family to announce it at Thanksgiving, which I completely understand. The only other cousin our age who has gotten pregnant found out recently in the middle of serious serious marital problems (involving abuse) so it was more of a scary thing than a happy event. Another cousin just found out he has a brain tumor, so our family badly needed good news.
As for when I truly knew they weren't coming? Well I waited to hear from them after I talked to my mom thinking they would at least email me if they couldn't make it and not wanting to tip my hand as to knowing about the baby, but as Thanksgiving was only one or two days away, I just figured they weren't coming since I hadn't heard a peep from them about what time they were arriving. I think that was the point at which I dropped the ball and should have called them to ask what was up, but my pettiness got the better of me in a "Man, they weren't even going to call me to say they weren't coming? Fine, I'm not calling them either," sort of way.
If you guys really think it isn't flat out rude, I don't think I will contact her about the baby just now. If anyone else contacts me to ask why or starts talking about it like I know, I'm not sure what to say. I actually will ask my sister why she didn't tell Cousin to let me know they weren't coming, though I suspect she was just so distracted by the news of the baby that she just wasn't thinking.