Penalised for being Pregnant

My Vitality Planet Fitness membership has been cancelled due to missing 2 of the 36 gym visits - the slump occurred when I was 9 months pregnant and subsequent the month of having my baby and my son's 1st month at home (in Winter). Vitality have given me the no exceptions reply. (PS I was advised unless there were complications in the pregnancy, a doctors note would not suffice)<br> <br> I was never notified in writing this benefit would be cancelled - this is the least they could have done and if I remember correctly this is required by law? (I found out 19 Jan when trying to access PF