My husband is having same response as yours and I think it is quite normal (I have a few friends also commented same thing). For my husband, he feels guilty as he thinks that it will hurt me and our baby. I treat it as the way he shows concern and love to me and our unborn baby.
You can ask gynae about if it is safe to have sex in front of your husband so to reassure him that it is perfectly fine. It takes 2 willing parties to enjoy the sex.
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Father of Molly (9) and George (6)