They can't get PREGNANT if they stay as male Bro.. They got turned to girls so they can get pregnant and produce more combatants that the freaking reason.. It's literally there at the start (ch 1-5)..
And because otherwise it's not an "attack". The copy ability activates only after getting attacked, that's how it was explained before this battle iirc.
I think the only condition is that the target has to be an "enemy" otherwise he'd have to get hit by the loli before using her skill and clearly that didn't happen