Burden of proof is on petitioner, not on USCIS. They can only determine if there's enough supporting evidence. Yes, technically USCIS wants to know intimate details of your life. This is why you share intimate information with stranger (USCIS adjudicator), such as:
- Your bank account statements
- Your photos with significant other and your friends, families
- Your tax return transcripts (how much you make as a family)
- Your trip reservations for vacations showing how you spend free time together
- Your lease / mortgage details
- Your identity documents
In addition, USCIS can ask very intimate and personal questions during interview such as:
- Last time you had intimacy
- Who sleeps on which side of bed
- Birth marks, tattoes, scars on your partner
- What sweet names do you call each other
- Many more things like that
However, I agree sending a photo of being pregnant is not necessarily useful for reasons I mentioned in comment above.