If we are truly pro-life, then why are we okay with exceptions?

If being pro-life means to be anti-abortion, should we not be against abortion in all cases, no matter how the child is conceived. Abortion always takes the life of an innocent human being and harms women in more ways than one. Statistics show that 65% of women who have abortions deal with various psychological challenges afterwards. Abortion does not help women but harms them. There is no case where abortion is medically necessary due to medical advances.