I think Denise and Sandy are completely on track. Most guys are fixers. They are geared emotionally to solve problems, and feel frustrated and helpless when they can't fix 'em.
Plus, it's really hard for any of us to relate to a pain we're not having. I have yet to meet a man who has even the vaguest idea what pregnancy is like. And guys like the idea of being tough. I have learned over many years that even my gentle, considerate husband wishes I'd just buck up and keep quiet about my aches and pains.
BUT, if you can tell him what he could do for you that would make your life easier, tell him. Maybe that would be a request like, "You know, sweetie, I'm having such a hard day, and I'd feel better it if you'd just sit beside me and let me put my head on your strong shoulder for five minutes."
And to whatever extent he is able to meet your emotional or physical needs, be sure to express your gratitude. Be specific about the benefit, like "Oh, I feel refreshed and so connected to you right now!" or "You know, I think those strokes really did make my back feel a little better."