Should you express compassion when a mother says…?:
“I just found out I’m pregnant, and this wasn’t planned.”
No, children are a blessing and gift from the Lord. (Psalm 127:3-5). Avoid saying things like, “I’m so sorry.”
“I can’t afford another child.”
Yes, but only in the direction of the difficulties of her financial woes that occurred despite well-meaning attempts to work and avoid materialism and vanity.

“My baby has Down’s or Trisomy.”
Yes. The baby is a gift, but the Down’s or Trisomy is a result of the curse of sin upon the earth. The Down’s or Trisomy is not a “gift” as some mistaken Christians like to say (though it may be used by God for many good things).
“I don’t like abortion, but my circumstances just sadly give me no other option.”
No. Don’t be tempted to say here, “I’m so sorry. I know you don’t want to do this…” or something similar that might soothe her in her sin.

“I have really bad morning sickness so I have no choice but to terminate.”
Pour on the sympathy toward her morning sickness, but avoid saying, “Oh, you poor thing. Everyone will understand…” toward her self-centeredness in favoring her well-being over the LIFE of her child. Murder should never be an option, even when Mommy feels really bad. Instead, HELP the mother in very practical ways to get through her pregnancy day-by-day. Morning sickness can be absolutely debilitating.
“I’m aborting because my parents will kick me out if they find out I’m pregnant.”
Yes… but toward her sinful parents only. “I’m so sorry that your parents do not love their grand baby and welcome him/her. They are right to be angry about your fornication and to discipline you for such, but they are not right to be angry about their grand child or to discontinue providing shelter for you.”

“I aborted.”
No. Avoid saying, “I’m so sorry you lost your baby” IF she’s non-repentant. She did not passively ‘lose’ her baby.
“I aborted” (but she’s repentant).
Yes. “I’m so sorry about what happened to your sweet baby. The consequences of our sin sure do bring such sadness in their wake sometimes. Here is a wonderful tract to read about how to find forgiveness with God. Did you ever name your baby?”
_________________________________________
Compassion
noun
“a feeling of deep sympathy and sorrow for another who is stricken by misfortune, accompanied by a strong desire to alleviate the suffering”


“The heart of the righteous weighs its answers.” — Prov. 15:28
Thank you for examples of what to say to the women.