I think it's very important that you stand up for your needs now, rather than wait it out. If she is this possessive I imagine pregnancy will only make that worse. Pregnancy hormones can be very overwhelming and can make any relationship hard, I can only imagine trying to work out a new triad while pregnant. If this is their first child then massive life changes await them and taking your needs into account during all that upheaval will be a challenge.
As the wife in a triad I can understand her difficulty, but if she really wants a triad she will need to work on her expectations. At this point, it seems like you are her girlfriend, but not his.
I think one thing that throws many couples for a loop when trying to form a triad is that their relationship will need to change too. If you want something long term with a third person all relationships must evolve, including the original relationship. Perhaps she is uncomfortable with that feeling. I know for a while when we started dating our girlfriend I thought that my relationship with my husband was slipping out of control, but once I recognized it as an evolution of love I was able to handle things better.
Since their relationship is about to evolve with the addition of a child, the evolution into a triad will be that much tougher.
If I were you, I wouldn't agree to the 'no dating anyone else' request at this point. In fact, I find that kind of request a bit rude, since they haven't been very accommodating to you.