I am so sorry this has happened to you...this broke my heart to read.
I will try to address as much as I can. Please forgive me if things are jumbled. I just got home from work, and my brain is practically screaming after reading what he did to you.
He sounds immature to me...as though he wants to "sow his wild oats" before he settles down. If that's what he wanted to do, he should've done this a long time ago, before you were married, and before you were carrying his child!
It's going to be natural to want him back. I don't think it's even so much wanting him back as it is wanting things back to how they were, and he's a symbol of that. I learned recently my (now ex)girlfriend was cheating on me, and I wanted more than anything to
not end things. It's a part of the denial stage. It'll ease off with time, but it is difficult. You need to understand though that you gave it your all, and that HE failed YOU, not the other way around. That by failing YOU, YOU deserve better.
As far as why he would be intimate with you and leave you on the same day? I don't know...my only thoughts are that he was doing so to "gauge" what he still felt.

That is cruel, I think, but I've heard of it before. I wonder if the sudden shift is from the fear of fatherhood? My stepfather acted very strangely when my mother was pregnant (his first biological child and baby. I was old enough to more or less fend for myself when they married), but he sort of "came to" after my sister was born. I don't think that makes this okay whatsoever, but...perhaps it can explain it.
As for you, try not to let this..."man," get to you right now. You owe it to yourself and your daughter to be taking care of yourself and as stress free as you can be right now. H e 100% owes it to you to pay child support, and you can file under desertion, I should think. Hell, speaking honestly, I'd try to slam him for alimony as well, if you aren't working at the moment. You and your daughter deserve to have his support, him there or not, as far as I see it.
I wish you my absolute best...please know I am praying for you. I wish I could do more to help.

I will offer that my mom is very well versed in the ins and outs of divorce law due to the nature of her divorce, and I'm a prelaw major (albeit with a year of my undergraduate under my belt. Not much at all). If I can be of any help, please PM me.