No. It is safe to eat cream cheese because it is made from pasteurized milk, which is safe during pregnancy.
In addition, cream cheese is not a soft cheese but a cheese spread, which is very different.
Soft cheeses to avoid during pregnancy are those made from raw milk, that is to say non-pasteurized (eg. Brie, camembert, etc.). These can contain bacteria such as Listeria and cause food poisoning.
* Note that cream cheese is nutritionally less interesting than other cheeses because it contains little calcium and protein. Therefore prefer cheeses that are firmer (eg. cheddar, mozzarella, gouda, etc.) since they contain much more interesting amounts of nutrients and are as safe!