I can't believe he did this to me

I'm engaged and pregnant to my SO but I haven't liked him for ages because of how he drinks. I've wanted to leave so many times but my father advised me to stay given my age (32) and given he is a good provider of my life in general and he will also be a good father. My father also told me it didn't matter if I wasn't "in love", so I stayed (my mum died 10 years ago so didn't have her advice). Tonight we were at a wedding we flew to another state for. I'm 13w pregnant, had a bad headache and wanted to go home at 11pm. Other couples were beginning to leave (speeches and food were over) He said he wanted to stay. So he stayed with people he didn't even know and drank with them. I asked for his iPhone because I didn't know the way back home and needed the map on his phone. He didn't give it to me. I walked to the car (in another state by the way) alone in the dark, managed to find my way home alone.  I'm furious he stayed, chose to drink instead of coming home with his pregnant fiancé. And worse, made me figure my own way home. I got back to the hotel and booked my own room. I can't stand the smell of alcohol and wouldn't have been able to sleep next to him. He provides me with everything, financially and supports my decisions to study and work when I choose to. Also we never have sex (we've been together 11 years) because I can't stand him but I force myself to give him sexual pleasure because I don't want him to suffer. Even when we conceived it was so painful for me given I don't lubricate for him. Rant over. Would you stay or leave? By the way, this happens ALL THE TIME, he NEVER cares that I leave social gatherings without him (which makes me sad because no other couple leaves separately) BUT now that I'm pregnant it's beginning to sting.