Nope currently it does not make any sense, so I wonder why the developer keeps ignoring the obvious problem.
Because of that stupid restriction, female characters are limited in terms of leveling up, since pregnancy lasts 4 in-game days. However, playing as a female breeder, you can still gain xp during pregnancy by having outdoors sex with wild Nephelym. But your caught Nephelym can't have that option...
Of course it is possible to raise an inbred sterile Nephelym and use it to help level female Nephelyms in the breeding yard without the risk of impregnation, but that workaround looks rather weird. Why don't they just allow to have pregnant sex at all times?