UTI early pregnacy

So today I found out I have a urinary tract infection. I had no clue I had it as I am 10 weeks 5 days pregnant. My doctor got upset at me and said something incredibly stupid, he said "you should have known you had it because you would need to urinate more often". I swear men doctors can be utterly clueless. I am pregnant and need to pee all the time, how the heck would I know the difference because it doesn't burn.

Has anyone else had one in early pregnancy and not known it?