Okay this line really hurts if you know anything about the Ingalls' real-life family history. After Carrie was born (she's who Ma is pregnant with right now), they had their one and only son, Freddie. Irl he was actually born once they'd moved again from Kansas to Minnesota, most of which is covered in the third book, On the Banks of Plum Creek. Unfortunately, Freddie died as a baby and Laura chose to exclude that detail from the books because it was too sad, choosing instead to skip over it and write only about Grace's addition to the family later on.
However, in the early 2000s, author Cynthia Rylant wrote a book called Old Town in the Green Groves, which covers the "lost years" between book 3 (Plum Creek) and book 4 (By the Shores of Silver Lake) that does touch on Freddie's death. Since the Netflix show is taking liberties with both the books and the family's actual history I don't know if they plan to do some version of the Freddie storyline in a later season, but if they do in fact mean to include it, this is just a devastating bit of foreshadowing