It sounds like you have a discepancy between your feelings and your values or sense of responsibility. Feelings are not right or wrong - they just are. It is what you do with your feelings that count. I will commend you for recognizing a potential problem and seeking advice before it gets out of hand. Good job on that one!

Your platonic friendship isn't the real issue here, the way I see it. It is more of a sandtrap along the way. The real issue is your relationship with your wife. Your needs are not being met within the marriage (sexual needs, as well as companionship, as evidenced by your need to develop close relationships outside the marriage). Can you think of any unmet needs that your wife has? Relationships do struggle when under stress, and pregnancy definitely adds stress even under the best circumstances. That stress affects both you and your wife. My advice is to concentrate on your marriage. Find out how you can focus on meeting your wife's needs and communicating effectively with her (even if you feel that you are communicating well, there is usually something that can be improved in any relationship). Marriage counseling may be helpful - that is for you to judge.

Good luck!