No more sex?!

My boyfriend and I went to our 36week check up at which I had my cervix checked. 
When we left I was so happy because my OB said that it was soft & the babies head was right there behind it. 
But!!!.. Now my boyfriend is too scared to have sex because our baby is "right there"....
I know that most people have sex until full term and I told him that but he said it's just awkward. He still gets turned on and acts like he would want to but we never do.. 
Anyone else having this problem? & If so what did you do?