I'm not pregnant(at lest not that we know) but if you get pregnant and have an IUD, do you have to abort the pregnancy?

Not sure I know what you mean by your question - but is there a significant risk of miscarriage when pregnancy occurs with an IUD in place? Yes, there is certainly is. It's necessary to have the IUD removed as soon as pregnancy is confirmed.

But no one ever HAS to abort a pregnancy.

Quote from contraceptive info: When a pregnancy happens with the ParaGard IUD in place, the long-term effects on the unborn child are not known. Under such conditions some birth defects have occurred. In the event of pregnancy, the ParaGard IUD should be removed. Removing the IUD may cause a miscarriage. However, successful removal in pregnancy decreases the likelihood of pregnancy complications. In some cases removal of the ParaGard IUD may be difficult and a surgical abortion may be necessary.

Here's the website: http://www.contracept.info/iud-paragard.php

HTH,
Angie