The pledge_history you included in includes already brings the pledge_history relationship for the member resource that is returned from members endpoint. But apparently it does not include the specific fields that you want at the end of your query. There doesnt seem to be a way to get the fields of the pledge_event resource which is member resource’s relationship in /campaigns/…/members call in one go.
However iterating the members in the return from /campaigns/…/members and calling the member endpoint with the below call seems to bring the pledge event fields you want in [included] section of the return for each member:
members/MEMBERID?include=pledge_history
If anyone else knows a better solution that can get the pledge_event details in /campaigns/members call, that would be more efficient of course.