I would be happy for my nanny but worried about the effect on my own family.
I don't think it is either/or, I would feel both these things together!
Of course to the nanny I would give congratulations, express support etc, and I would genuinely feel happy for her, but inside I would also be thinking "oh bugger now what shall I do"!
That can't be that surprising surely? I didn't expect my employer to be entirely happy about me being pregnant, after all they employ me for a reason. Think of it this way - if your employer is upset you are pregnant that shows they think you are a great nanny and don't want to lose you for a year (or however long)
Good luck with your plans