Pissing on your territory and making it permanent (so to speak in a very blunt way), gotcha. Thanks!
There is that, but personally there is more to it in my book that makes it very enjoyable and alluring. Pregnant sex is just something I love as do others the added wetness and hornyness driven by hormones on the female.As well, it can be quite enjoyable seeing a pregnant belly knowing it's due to your actions/ the players or their choices. Often it's quite enjoyable to just reach the point of seeing that as it feels like a reward for all your hard effort with the girl or wouman paying off in a physical way.
As for impregnation...well, it is a good plot driver if pulled right and can be a bit hot to see happen in its own right. When used correctly, impregnation can be a big and important AND sexy moment in any story or game. Especially if it's built up to previously with characters talking about it and showing intrest and then having their reactions both during the sex and afterwards feels enjoyable in more ways than one.
These are a bit of my reasons for liking pregnancy and impregnation in games, especially if it serves a purpose, unlocks new scenes with said girl pregnant and has a bit of sigifigance, either say, being the end of a girls story allowing a feeling of achievement or completion, or the idea of the start of something truly great in the story.
Just adding my two cents if that is ok.