My girlfriend has a ton of dreams like this and she is pregnant with my baby. Just remember, they are only dreams. I'd guess you have some insecurity and/or trust issues from your past. This is not his fault, don't hold it against him!
Yes it is true that you can have weird dreams while pregnant, but this one sounds more like an anxiety dream or that you are worried about something. You may non intentionally be thinking that something could happen between the two of you, so your anxiety level is a little higher than normal
You have these dreams because you are going through a major life change and you have increased hormonal changes going on. Your subconscious fears are showing through. I'm guessing you have a very normal fear pregnant women get... that they are not as attractive to their mates when they are pregnant. Talk to him about the dreams okay?
Odd dreams are VERY common during pregnancy. It make complete sense, you're going through a lot of changes (some fun, some really hard), and so it's natural to have a fear of loosing the person that can help you most in your situation. My sister dreamt that she shot her brother pointblank in the head. Don't worry!
It sounds to me like you may be feeling insecure about your relationship with him. Pregnancy is a stressful time, and you might be feeling more dependent, and less attractive.
In pregnancy, your hormones go into overdrive a little bit, and results in many women becoming overly emotional. Your dreams about your boyfriend cheating on you could simply be your hormones acting up and playing on something that you fear a lot.