Late night fiancé rant!

So it is almost 2 am here. I am pregnant, I am alone, and I am sobbing in bed into my unborn baby's sweatpants. Why may you ask? Well let's just jump into this mess. My fiancé is known for partying with his family. That's cool, I usually go with him and before our child I would drink and smoke too, but times have changed. While pregnant I still go to hang out with his family, but I just can't stay up until 2-3 am anymore and still go into work at 930 am the next day, so I usually start asking to go home around midnight or so. Well tonight was his cousin's birthday party so of course he is going to drink. I decide I want to go to bed so I just leave him there and try to get some rest. I can't sleep so I go back over around 11 pm. I'm having fun, everyone is drunk including my fiancé and when he drinks he usually smokes, but while I'm pregnant I hate the smell of smoke it is the worst thing to me right now. I DETEST the smell in all its entirety! So, around 1 am I start mentioning to him that I need to work in the morning and if we can go home and in that moment I walk outside he has a fucking (excuse my language I'm pissed) cigarette in his god damn mouth. Now, this isn't the only time I have gotten mad over a cigarette. The way I see it is that if I'm pregnant all I ask is that you don't smoke because I smell everything like a damn hound, but he thinks I'm being unreasonable. So I give him my look of death and instantly he knows what the hell im trying to say so he doesn't smoke, but continues to tell me it's just a cigarette and that even if he doesn't smoke he will still have the smell on him. Then I tell him I really want to go home and sleep, but he continues to say that he is not going to leave his cousin's birthday part that early (130 am). I begin to get in the car and he states that he's going to come with, but then that puts me in the bitch position of being the one forcing him to go home so I tell him to stay with makes me start crying. So he stays and I end up crying my eyes out and leaving. It is now thirty minutes later and I have not stopped I am so heartbroken and angry. Am I being unreasonable to want my fiancé to come home with his pregnant fiancé so that I'm not alone at night? Is it wrong of me to get onto him about smoking when he knows I hate it right now? Am I being a bitch for not wanting to be alone at night while he goes and parties regardless if it's family or not? I'm being made to feel like I'm the bad guy and I don't know what to think all I know is I'm terribly upset and need some kind of reassurance since I'm obviously not gong to be able to get it from the one person who is suppose to be there for me tonight.