I would suggest that as you are not up to date on which celebrations are banned or approved by the organisation that you tell them that you leave it up to them to hold their own baby shower for your wife if they are so inclined so as to avoid offending them by inviting them to a celebration they may not want to participate in. It is so difficult who would have thought a wedding could be offensive so it can be a minefield.
The magazines have mentioned baby showers in the past but I don't remember the exact slant of the article.