My 2 yr old son does this every single night. In fact, we are getting locks for our 2 older daughters b/c he is interfering with their sleep b/c he goes there first and wakes them up. We are downstairs, and I will admit that I do not feel like getting up and going upstairs when he does it (if I even realize).
I wish I knew what to do b/c I hate that he isn't sleeping uninterrupted. I know that it is after 2 am most nights b/c I usually stay up past midnight and then take a while to fall asleep.
I don't agree with putting him to bed in our bed every night, but I haven't worried about him coming in later as much. But the waking up both girls first and then coming down after they tell him to go to us (b/c he climbs on them, talks, orders them around - "can you get my water" for ex- and then is restless).
You need your sleep while pregnant. I wish I had an answer...