Okay, I've read the other responses and somewhat agree. While I was pregnant I was a bit more sensitive than normal and needed A LOT more attention. It doesn't sound like your husband has a 'problem' with going out - or abandoning you.
I would just let him know when you feel like being together. If he's considerate he'll probably be asking if you mind if before he goes out. Just be honest and tell him that you'd like to spend the night together. If he honors your desire maybe the next time he wants to go, you won't mind. That's how it worked for me!
Guy's take the whole pregnancy and a new child situation in a totally different way than we do. I didn't feel that my husband going out with his friends was in any way not supportive to me. At the end of my pregnancy, I felt huge, tired and just didn't feel like going anywhere. But, I didn't feel the need to keep him home and away from our usual social life (at least not every time).
I feel that a close loving relationship between you and your husband is a necessity for the new baby. If things are 'off' now, it may only get worse after the baby is born and he/she will read into it. So always be honest about your feelings!