I am currently in the same situation as you. I lost my oldest same three who was 11 two years ago and am currently pregnant. I believe that he will come around. It's just something that you both have to work through. He's probably harboring a fear about something happening to your currently unborn child in the future and not wanting to deal with another loss like that. I suggested talking to a counselor and going through some grief classes. Maybe he isn't fully through grieving and feeling as if he's not ready to move on yet.
Im so sorry for your loss :(. I'm sure your boyfriend is just scared. He'll come around & plus the baby is coming whether he's ready or not.