Hi, J.. Well, there is no scientific reason why acidophilus that goes into your stomach should be harmful to the baby inside your womb, but the Mayo clinic has to be very careful how they word things, so they have to say that there have been no studies done on acidophilus because there haven't been.
Now, having said that, it's also probably true that there have not been any studies done on cheese or yogurt, either, but they are considered safe foods even though they are processed with a similar kind of friendly bacteria.
Here's what I would suggest: eat yogurt if you are worried about the fact that no studies have been done on straight acidophilus. Yogurt is made with acidophilus -- in fact, before they had the acidophilus supplements, they were telling us in the 1970s to eat yogurt in order to keep yeast infections away. It's not as strong or concentrated as the supplements, but it's a safe food product. Make sure you eat live cultures. You can also try kefir, and you can also try acidophilus milk. It's different eating acidophilus in normal concentrations in food products than it is in a massive dose in a capsule.
I hope this is helpful and eases your mind. I'm not a doctor, but I can't think of a single reason why acidophilus would be a problem in pregnancy. Yeast infections, now THEY're a problem!
You might also try a little cranberry juice to make sure that your urine is acidic enough to keep away bladder infections. This might help your yeast problem, too. I remember that I had to treat myself for both at the same time frequently as a younger woman.
Take care, and have a wonderful rest of your pregnancy!