Why would I have this sort of dream, when reality is the extreme opposite?

Your subconscious is afraid of something else. The infidelity scenario is your brains way of giving you a fearful situation to work out. In real life you have some other, completely different scenario to work out.. something that you would rather not deal with while you are awake, so, you "practice" dealing with another, completely fictitious, unpleasant situation in order to condition yourself to be able to deal with the real problem, whatever that may be. It could be just that you are unsure about this pregnancy.. will it work out? will the baby be OK? will I be a good parent? Do we have enough money? See how none of these have anything to do with your husband cheating? Don't worry, everything will be fine.