Yes, it's true.
From ABS CBN NEWS:
A bishop discouraged the giving of “preggy dolls” this Christmas, noting it would send a wrong message to young children. Bishop Joel Baylon is reported as saying: “These ‘preggy dolls’ are not to be encouraged as Christmas gifts, especially to young (unmarried) people. They do send a wrong message, which is, ‘it’s ok to get pregnant.’”