Number one: You are pregnant...and kinda non-sexual to the outside world. So you don't have to worry about any creepy dudes at the gym or anything. After all, it does look like I've got a giant basketball stuffed under my husband's t-shirt that I'm wearing....(mine are too small). I'm not saying that pregnancy isn't BEAUTIFUL... I'm just saying that it's usually not considered HOT.
Number two: ANY effort put forward is worthy of peoples' admiration. Heck, once I found out I was pregnant all workout activities desisted besides walking (There's nothing wrong with doing the other stuff while you're pregnant, I just chose not to.). But people still look at me like a purple heart recipient for walking on the treadmill.
Number three: Most people insist that you cut in line for the water fountain and good treadmill. Hey-0, hooray!
Also, you can look in the mirror as much as you want and not be considered vain! You're just checking out the baby bump, duh...it's not like your malibu Ken over there staring at his deltoids while Black Eyed Peas play loudly from his earbuds.