First of all you are pregnant and very emotional anyways, so be sure to keep that in mind when you are feeling guilty. You just cannot help it. = )
I do not think it is necessary for any married person to stay out until 2 am. Now that doesn't mean that it doesn't happen once and a while. You get out with some friends and get talking and lose track of time, however, there really is a lot of single happenings that time of night. It just seems extreme. That being said, I have never limited my husband and going out with his buddies. I wouldn't want him limiting me, we just make sure we communicate what may be happening or stay in touch throughout the night so we don't worry.
As far as staying out all night... NO WAY if it is in town. There is no excuse unless there was too much drinking involved and even then they can take a cab. As far as a trip out of town, I would totally let him do that. I have even taken trips with my girlfriends to the mountains for a girls weekend - whatever. That is perfectly fine.
I think why you are feeling so hurt is he said he understood your fear of being home alone all night and would not do that to you. You do have a right to be hurt by that. I would however try to step back and realize that he has a friend moving into the married life and wants your husband to share in the celebration. He is not trying to be vindictive, he just wanted his buddy to come. Your husband certainly wants to celebrate with his friend and probably just doesn't understand how it would affect you.
All that being said, I would have a rational conversation with your husband telling him why you felt so sad and upset about his leaving. I would also tell him to go and enjoy his friend.
This leaves you with the uncertainty of being home alone all night. Call a friend or loved one to come stay the night with you or maybe you can go stay the night over there. Take the time to enjoy yourself and not stress.
Good luck and remember the emotional side of you goes away after the baby is born and try not to read too much into your husband's expressions. No one can ever be so amazing they can read someone's mind. He may have had that look because he feels helpless when it comes to your emotions and doesn't know what to do to make you feel better. Just let it be and don't take it personal.