Did you know that Female mules can cary a foal though? There is a Gypsy farm near me that uses mules to cary in utro foals, so that her mares can stay in the show ring. That way you can also get several foals out of one mare ;P
I didn't know that, but I can see it happening. The probably with being infertile is just that they can not produce their own foal. I'm sure they have all the parts to carry a foal, but interesting enough.
I know there are rare cases that a mule gets pregnant and carries her own offspring, but most of the time they infertile as well
At first when the OP put "Mules" as the title, my mind though her girls were mules, that is why I was confused at the very beginning, but then realized what they meant was the end result of this misfortune would be mules.
Though I agree, OP, if you are truely concerned for your girls, get the vet out to take care of it. If you are concerned, but for some reason want a mule running around, still get the vet out.