I'm not aware that the Bible says anything about sex during pregnancy. I don't know where you would have gotten the idea of disapproval.

Matthew 1.25 is telling us that Mary could not have been impregnated by Joseph since the two of them had never had sex, that's all. It's not at all claiming, teaching, or even hinting that sex during pregnancy is wrong.

What does the Bible say about sex during pregnancy?

I think I sense that there's an underlying disapproving atmosphere about sex during pregnancy in the Bible, such as Matthew 1:25, but this verse could also be interpreted as just narrating a fact, so I really don't know. What does the Bible say about it please?