Board Thread:Manga/@comment-27125793-20190202152111/@comment-33077628-20200613153240

Even before Yelena told Zeke's plan to Eren, it would already have been in the eldians best interest to have Historia bear a child of royal blood. Whether it's cruel or not, at the time it was already something essential to the survival of "humanity" within the walls.

Also, since Zeke's plan was to sterilize all eldians and allow them to live the rest of their lives, he himself was only going to live for one more year or so. After his death, there would be nothing stopping Historia to undo the sterilization if she wanted to. To secure the end of the titans for sure, Zeke could have instructed Yelena to kill Historia and her baby once he achieved his goal, to end the royal bloodline. That would also prevent the Founding titan from ever using the rumbling, so her death would have to be kept a secret to prevent an assault from the rest of the world.