I can only think that he won't do a filling because he may need to do an x-ray.

I was in a similar situation - I was pregnant and they couldn't do work (filling or root canal) because I would need an x-ray which I THINK is deemed safe at some point in pregnancy but my dentist refused to do one. She had a stillbirth herself so was ultra-cautious. I think she even said that another dentist would be happy to give me an x-ray but she wouldn't.

I had a wisdom tooth out when I was pregnant and ended up having to have the other tooth out too once I'd had DD2 because by that stage a filling or root canal wasn't going to save it.

I can't remember her mentioning any risks associated with having the wisdom tooth out while pregnant but I guess every situation is different.