How can I deal with our break up?

There is nothing confusing about guys. Most guys want to get laid, and they do what it takes to get laid. Easy.
To answer your questions. What he misses is your vagina.
Is not clear if he broke up with you cause he found out you were prego, but assuming that he knew you were prego and he still decided to leave, only reinforces the notion that he was there just to get laid; not to mention the fact that he was out screwing another girl the same night. If he really cared for you as a person, first, he wouldn't have left, and second, he wouldn't be screwing girls the same night.
He cares about asking those things so that he seems interested that way you can open up your vagina to him again. This goes back to my earlier point. Guys will do what it takes to get laid.
You can continue to talk to him, as long as you realize this guy is not really for you, and if you think he is, then you need serious help.