I had very little libido while pregnant, but still found the idea of going to our club very hot. We only went once though, and didn't swap with anyone. Sex after the second trimester was just too difficult and not worth the hassle lol.
That said, I'm on the fence. I felt so unsexy while pregnant, so to know there were still guys out there who wanted me was very nice, and gave me the courage to enjoy being naked. However, it still feels a bit weird, almost wrong, to continue on with one's chosen debauchery while growing another human. No judgment if that's your thing, god knows I have my own weird things, this is just not one of mine.