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Why he checks on your wellbeing is obvious enough: He is a good person, still loves you, you are carrying his child, and you were not cruel in the way you told him you want to break up. So his behavior after the fact of you telling him you want to end your and his relationship makes sense. Yes, you have hurt him, but you have not given him a reason to hate you, and he is obviously not the type to be hateful and act spitefully.
As for the rest of your question, it is very difficult to attempt to answer it fairly and without making a lot of baseless speculation without knowing more about how your relationship with your now ex boyfriend started; more about what your previous, if any, relationships were like; and more about you in general, in terms of your personality, family dynamics, etc.
He really does care for you, beyond anything that has happened.
I'm honestly very impressed on how much he's taking this.
But you know, you should really talk with him about it, deeply. Like my heart is telling me that you two should still be together but there's something that needs to be tweaked to allow your relationship to flurish. Especially since you're having a baby, its going to be rough if you don't have some support. After that talk, if you still feel the same, then maybe its time to go. Unfortunate, but please don't take it for granted. Be open and be nice, things will probably lookout for the better for you.