As Ran'jit's slave, Lune is not only allowed to birth his child, she's forced to (just read LAAB if you want to know more). As Baron Donovan's slave, she's not allowed to, at least not immediately. Mainly because it'll add more layers to their story, and Donnie doesn't care about fatherhood as much as Ran'jit (his tragedy in FFXIV is all about his role as a father). I imagine Lune would beg Don to knock her up eventually lmao. Lune would be very caring and content in her role as a slave mother, as she's living a soft and pampered life.