I don't get the idea that the movie is anti-abortion. There's something important/"magic" about her baby which made it impossible for her to abort it, but essentially she doesn't want it, important destiny or not. It seemed to me that if anything she regretted not going through with the abortion and no one appeared to judge her for her mixed feeling on the matter, even though the baby is apparently the saviour of mankind.
The following blog shares your view though:
www.blogher.com/so-many-spoilers-my-reviews-legion-book-eli-dear-john-and-valentines-day?wrap=blogher-topics/movies-tv&crumb=32394
The thing is that I didn't think the message was "you must realise that getting rid of your baby would have been bad", not least because no one ever says that. It was more like "you couldn't abort the foetus because your child's magic and things are only going to get worse. Sucks to be you."
A rather un-feminist thing though was the way it seemed to be automatically assumed that the baby saviour would be a boy. "What, a female saviour of mankind? Nah, course not." *facepalm*
That said, 'Legion' is one of those films that, while it passes the test, isn't all that progressive in its portrayal of women and "women's issues" (and thus, how low a bar the Bechdel Test actually sets). With the exception of the teenage girl, the women are good for little more than running, screaming, whimpering and hiding. Oh, and having babies!
'Legion' has a not-so-subtle anti-abortion undertone (without one character ever actually uttering the A-word out loud); reinforces the nuclear family as the ideal; and tells the Nice Guys in the audience that, if only they persist, they will win the object of their affections in the end. Yuck.