How to comfort husband?

So my husband and I have been on a strict budget for a few years. Money isn't an issue, per say. We don't have a lot saved up, but our bills, medical or otherwise, are taken care of, and our debt is minimum, minus a car loan we took out about a year and a half, which is almost half paid off already.

He's currently going to college (I graduated high school 4 years ago, him 5), and it only took so long because his family was not supportive or helpful towards him growing up, and he's had a rough life. We've been together 4 years, married 3 this May, and finally got ourselves in a good place to send him off to college.

I'm also almost 17 weeks pregnant, bored out of my mind. I don't care about spending money to entertain myself. I could be given a pancake and a warm blankie and I'd be satisfied.

However, my husband feels...guilty, I guess is the best word for it. He wants to take me out, let me buy clothes or games or snacks whenever I want, he wants to be able to do things like go bowling, the movies, fancy dinner dates, etc. I don't care about those things, as long as I spend time with him I don't care.

How do I make him fully understand that? I've tried so many things to make him feel better, and I've tried explaining I don't care about doing anything fancy. We go out every once in a while, and take walks, which I love doing.

I just feel so bad knowing he wants to do all this for me but is unable, but I'm feeling helpless. Advice please?