That is a difficult subject in relationships. My husband has been really understanding so far, but it has only just begun...
There have been times in our relationship where we can't keep our hands off each other and times when we are sitting around and realize it has been a while. It fluctuates for us depending on stress, jobs, money, weather...you get the picture, maybe pregnancy is just another fluctuation.
I don't believe in having sex if you don't want to but I also think if you don't ever want to you should do what you need to do to try at least. Like maybe next time you have some free time together start fantasizing about him during a shower by yourself or something and after a while of daydreaming maybe you will be in the mood enough for a quick love making session that by no means needs to involve penetration, especially if it hurts. Even if you are not in the mood to fantasize just start and sorta force yourself to daydream about making love to your husband and maybe eventually you will feel like getting it on, that has worked for me before.
Maybe try reading erotica together or by yourself to try and get the mood going for yourself.
I hate being plagued with a low sex drive it can put a lot of stress on a relationship. I have actually been on both sides of that coin. I just think that your fiance needs to be understanding and not put any pressure on you and that you need to try different things for yourself to see if you can at least get in the mood for it occasionally.
In my opinion it is so important just for being close even if it isn't about getting off.