She wants more attention, and wants to be a baby. The cat can probably sense you are pregnant, so wants to be near the things you are now paying attention to, although any new, soft thing is fun for a cat to sleep on!
She will likely pay special attention to the baby, once it is born, too.
-Love our granddaughter. Our daughter says they lay by her and want to be with her.
-Used to try and sit on the high chair or the children's booster seat.
-Used to sleep in the crib with our daughter.
-Suitcases: One cat used to sit on the suitcase when my husband was getting ready to go out of town, like he wanted to go along!
Cats can sense hormones. They help other cats who are in labor - I have witnessed this. Your cat probably knows something is up, and is trying to be part of it. Be sure to give her a little extra attention once the new addition is brought home - it is hard to be second when kitty likely has had a lot of attention!