As your wife is a PR residing in Canada, it is generally assumed that you will be a potential overstayer + you will apply for spousal PR by the inland route. Visa officers do not like applicants circumventing the rules instead of waiting out the PR process in their home countries.
Now, by declaring that a baby is on the way, your family ties to Canada will be two times stronger (spouse + baby). Basically, it means you will not return to UAE after your baby is born = You are not a short stay visitor.
IMO, you will only increase the chances of a TRV refusal if you declare your wife's pregnancy, doctor's certificate, etc. It's your decision though
Tickets don't prove the intention to return to the country of residence. Return flights can be easily cancelled. Also, not advisable to book tickets before visas are issued