suda-care vapor plug??

ames26

our power went out and we ended up staying the night at my parent's house.  Both my son and I have been sick w/ sinus infections, so my well-meaning mom plugged one of these into the wall in the room where we were sleeping.  Since it was sudafed brand, and I just had my OB's nurse tell me sudafed was ok to take, I assumed it was fine, but after a couple hours I woke up and looked at the package and it says very clearly "Not for use while pregnant."  Not one of those 'ask your doctor first' things, but just straight up don't use it.  I've been looking online, and the best I can tell is that the eucalyptus in it is the problem, but I can't figure out how BIG of a problem it is, and if I should be concerned about a few hours of breathing it in a relatively small room.  I know a lot of people's answer will be 'oh, yeah, I used those when pregnant and I was fine' but does anyone have any real info. from a dr. about WHY it says not to use it, and what the potential problems with it are?