That's because the healthier you are, the better your odds of carrying a healthy baby to term. What does that mean in terms of food?
It means you live at a healthy weight when you're trying to conceive (and healthy weight is largely dictated by what you eat), and as your pregnancy continues.
It means that your body is peppered with nutrients that best enhance ovulation and other processes involved in fertility, and delivers proper nutrients to your developing child. And it means that you do what you can—via food and other lifestyle tactics—to manage stress.