I don't know that babies are luckier that they died early. They never got to live their lives..that kinda sucks. I know that life is hard sometimes...but can you imagine just beginning (in the womb) and then your life being cut suddenly short? You don't get to grow up, don't get to be a kid, know your family, get married, have your own kids..you miss out because in the case of abortion your mommy didn't want the hassle of you. I don't know if it is luckier to die how babies die in the womb, anyway...kinda sucks all the way around if you ask me. It's hard enough if its natural, but to have your life ended by the person who should have kept you safe...
Do we even know what happens to babies when they die? Besides they are dead? I don't think anyone knows, the Bible doesn't really say, so saying they go to heaven is something people hope for.