Sleep orgasms???

I've been pregnant twice, this seems to only happen when I'm pregnant. 
I've been having vivid sex dreams lately, and I will wake up mid orgasm.
Has anyone else experienced this??? I have never known anyone to experience or discuss this before. 
I don't want to discuss it with my doctor either because my husband and I aren't having sex per his orders, and said I should refrain from orgasms because my pregnancy is high risk.