The obvious answer here is no, she shouldn't make the cake if she doesn't want to. It's her business.

That said, looks like everyone is dissing on the ex-husband but according to the post it was the new girlfriend that made the ask. The ex didn't.get involved until the OP declined the request.

The ex was certainly a jerk, but the new girlfriend was incredibly insensitive. She might not have known the guy was married when she got involved with him but it's all out in the open now. She got pregnant by him when his wife was already pregnant.

The wife had sense enough to divorce the lout, the girlfriend is showing a lack of sense on two fronts. One to make that request, and two to not dump the bastard as well.

Hope she doesn't get a nasty surprise during her hospital delivery stay or soon after, but I won't hold my breath.