Flying in late pregnancy

Has anyone flown late in pregnancy? Like 36 weeks? We are considering flying in March for my daughter's spring break last family of 4 vaca and my Dr said she doesn't recommend it because what if I go into labor early? I had both of my daughters at 40 weeks and southwest allows you to fly at 38 weeks. . . Any advice is welcome. I'm getting opinions we have not booked anything

Update: we have decided not to risk it. We will plan a beach trip after the baby is born and I can enjoy a nice glass of wine. Thanks ladies.