If she's pregnant it's too late to take out the IUD. Meaning, taking it out now will not affect the pregnancy. She's either pregnant or not and there are good reasons for leaving it in, as outlined by Smash. The egg has already implanted. I would not be scaring my friend with suppositions unsupported by medical information. If she's concerned she can call the advice nurse. If she isn't, please let it go. No need to scare her.
If the egg has implanted in the uterus, then the IUD will need to be taken out. The danger to the baby is that she grows she grows into the IUD. The fetus, if there is one, is still too small to be affected by the IUD. I'm just guessing on this.
What it all means to me is that she needs to trust her doctor. Why jump to the conclusion that the doctor is wrong? Does the doctor have a good track record? Why would the doctor not do something that, if your premise is true, is so obviously necessary? Your friend has enough to think about without you adding more worry to her mind.
If you're very concerned, you could call a doctor and ask about this. Not her doctor because he won't be able to talk about his patient.
My daughter got pregnant with an IUD. The egg was implanted in her fallopian tube. Most pregnancies while with an IUD are ectopic. Taking out the IUD would not help that pregnancy. There are many factors to consider in this situation. It's not as easy as saying take out the IUD.
It's good to be concerned. You are a good friend. She needs you to stand by her during this difficult time.