Attacking is not the right word, it is the body of the woman that attacks the fetus because it has different DNA to her dna. If someone gets a transplant the body can reject it, with pregnancy the body of the mother can reject it (one of the causes for spontaneous abortion) so to prevent that the body's immune system is altered/in some ways compromised to make sure the zygote/embryo/fetus is not outright rejected by the womb. This change in the immune system does though increase the risk of the mother getting sick to some extend (not an across the board susceptibility but one only for some risks to a mother's health).
Actually, I agree with everything you posted in the post that contains this statement except this statement.
The placental mammalian embryo/fetus does "attack" the immune system of the female in pregnancy. At the stage of the blastocyst implanting into the endometrial wall, the blastocyst forms the embryo and the placenta. For the placenta, it uses some of the female's endometrial tissue, too, so that the placental DNA at the attachment is hers and is only alien on the larger side attached to the embryo. The presence of the placenta+embryo causes some immune system attack T-cell apoptosis or cell death locally in the female.
Attack T-cells and blood complement are key means of the immune system in fighting off viruses and infections. They do not attack all alien DNA, for an organism contains some bacteria good for the health, e.g., in the digestive tract, but to what the immune system interprets as threats to the health of the female organism.
The placenta on its embryo side uses a cloaking device like that of parasitic nematodes or roundworms, neurokinin B (NKB) with phosphocoline, to cloak the difference in DNA from certain of the female's immune attack T-cells, which treat the alien DNA of placenta and embryo as a threat, but the cloak is not perfect.
The embryo causes the placenta to produce the enzyme indoleamine 2, 3-dioxygenase, which catabolizes (negatively metabolizes) the L-tryptophan, an essential amino acid, in the female body locally. The immune attack T-cells at issue require L-tryptophan to live, function and reproduce, so the placenta, in effect, starves them locally, forcing them into a state of latency, so they can no longer function to fight off viruses/infections or reproduce.
The blood complement of pregnant females continues to attack the placenta+embryo when these attack T-cells no longer do so, though not very effectively.
Also, in experiments with pregnant mice, chemical agents to counter the embryo-caused placental production of indoleamine 2, 3-dioxygenase were experimentally injected into the placenta. This caused spontaneous abortion in all pregnant females except where the embryo resulted from identical twin line inbreeding.
Thus, the enzyme production which starves these attack T-cells in the female (in humans and other placental mammals as well as mice) is a key element in the continuation of a pregnancy.
Morning sickness is usually considered a response to the partial disablement of the immune system, regurgitation serving as a mechanism of protection against potential threats of viruses/infections from intake of food.
Some doctors have noted that women with medical histories of extremely good health, e.g., never having so much as a cold or flu, have considerable difficulty getting pregnant, presumably because their immune systems are stronger and thus resistant.
So regardless of the claim in the CDC document that "pregnant women are not immunosuppressed in the classic sense," the notion that pregnancy is "normal" and "healthy" is strange.
The embryo does "attack" the pregnant woman, as it does in all placental mammals. It is the underlying cause of some key immune system cells dying and being starved so that they cannot serve their "normal" function of protecting the woman from viruses and infections.
The woman's body is defending itself against a prior attack effected by the embryo.
