It's not safe to hold your urine even if your not pregnant that can cause problems with your bladder. I'm surprise that you can hold your urine while pregnant.

I agree it's not safe. I can't even hold my urine and i'm 23 weeks pregnant.

Yeah I know what you mean, I will be teaching my class and I will just pee my pants, and I ain't even pregnant!

Pregnant or not you should always empty your bladder when you feel the need to go. Of course this isn't always practical but just don't hold on too long, find a loo as soon as possible.
For anyone, pregnant or not or even male holding on to your pee will increase the risk of urinary tract infections, and can cause bladder problems like distension of the bladder wall and leave the muscles unable to fully contract.