Why are all people not affected in the same fashion?

There are only two kind of people in BirdBox

1. Normal people who look at the entity, go insane and kill themselves
2. Insane people who look at the entity, embrace it and live

Regarding next part of your question -

A. There is no indication anywhere that pregnant women are not affected.

Malorie is not affected in the hospital in the beginning is most likely that the entity was nowhere nearby when she looks at the affected woman in orange. Shes also not affected in the car when the accident happens because she was looking for something in the back seat. Post accident the entity might not have been nearby.

Olympia is not affected when she comes to Malorie's hideout because she has a eye mask.

Both Malorie and Olympia were not exempted. Had they been an exception, they would have escaped long back unaffected and would have saved the people with them as well.

"There are some people driving without blindfolds, looking for children." - I'm sorry I don't recollect this and anyone who remembers this can let me know.

B. There is no indication that children are not affected

Malorie closes her baby's eyes post birth and later the eyes of both babies to prevent them from being affected by the entity. Through out the film, she closes the kids eyes in the river journey which clearly indicates that kids are no exception.

So the plot has no inclination towards children or pregnant women

Although this is mostly Anu7’s answer. I just wanted to share my observation.

There are 2 reactions when seeing the entity.

1. Normal people goes crazy and kills themselves.
2. Crazy people actually seems to understand the entity, hence they go around trying to force others to see the “beauty”.

I guess normal people can’t comprehend the craziness they see through the entity. Which is why they decide to off themselves.

As for the kids, children or being pregnant. You’d think there was a connection because why would they put 2 pregnant characters together. When you see Olympia the first time you’ll most likely get the idea that there is a connection because shes also pregnant. But if you really watch it, there is really no connection. Just coincidence maybe? Or the writers just playing with our minds? Giving us ideas.