People get very territorial and entitled when it comes to seats on public transport.
I was taught from being a child, that I should offer up my seat to any one less abled than myself with good grace. Sadly other passengers do not understand the etiquette of this.
I was on a very over subscribed train, every spare inch had a person standing and luckily I had prebooked and got on the train near the start of the journey so was seated.
Half way through the journey, I could see down the carriage, a young couple standing. The guy was on crutches and the young woman had a very young baby in a car seat. No-one would give them a seat and they were obviously struggling and the blokes in the seats adjacent to where they were standing kept telling them off over the crutches or over her trying to rest the baby seat on the back of a seat to save her arms.
I indicated to them to push through to me and they could have my seat. They were nearly up to my seat when I began to rise from my seat explaining to the people blocking my way that I wanted to give my seat to the couple. As I eased myself out of the seat, this young guy wedged himself into it. I was gobsmacked and he had no shame. I had a shouting match with him and in the end an older guy who was standing, "helped him" out of my seat and the guy with crutches sat down and had the baby on his lap.
Second situation was me on a bus. I had recently had a tumour removed from my spine and needed to go to the hospital for a check up. I had 30 stitches in my back. I could not drive and even if I did the hospital parking was too far for me to walk to the outpatients I needed. I was skint and couldn't afford a taxi. So my elderly Mum, said she would come with me on the bus. On the return journey, my mum made sure she helped me on the bus and asked the driver to wait whilst I got sat down and we sat in the priority seats, so I was in my 50's and my 80 yr old mum was next to me.
About a mile from our home, a well know local woman (mid 60'S) got on, she is over 6ft 6 and always uses the priority seats as there is more leg room and as she paid the bus driver, she was giving me and my mum the death ray stare.
She sat two rows behind me and started telling all around in a loud voice what agony she was in with her knees stuck up her nose due to lack of room and that people like me and my mum should be banned for being disrespectful by occupying seats we did not need. Now I have seen this woman around for years and yes she will have seen me pre illness, walking the dog etc.
I could see the bus driver looking down the bus in his mirror as her voice got louder and louder and more insulting. I was fuming but also mortified. My mum said she would get up and I said no, she was 80 and needed the seat just as much as this other woman, plus she was holding me onto the seat.
In the end I just started telling the woman to shut up, that I was entitled to sit in the priority seat due to ill health and my mum was 80. She kept on goading me and in the end I slowly stood up when the bus was waiting at a stop and the woman rose thinking I was giving my seat up and made comments about it being about time I showed some respect. I told her in no uncertain terms I was not moving neither was my Mum as I pulled up my jumper to reveal my back surgery and told her what a rude cow she was, that I shouldn't have to explain but would have if she had been polite and that she was bang out of order. I explained that had she asked for the seat in a nice manner, I would have explained why I was unable to give it up and no harm would have been done. Instead she choose to be abusive. She called me a few names and the bus driver finally spoke up and told her to shut up or get off the bus.
Through out all of this there were two other seats at the front for wheelchair users and the disabled, and these were occupied by two teenage school kids in uniform. And no-one including the bus driver said anything to them as they sat there with their feet up on the seats.
The point is here that I had been brought up to give my seat up to those less able than me. If I am a healthy 70 year old and there is someone on crutches, I would give my seat up. Its the less able bit that counts. But as a sign of respect, as a kid, I would automatically give my seat up to someone older than me, a pregnant woman, someone with a disability (whether temporary or permanent) or a parent wrangling a young child.
So OP, in your case, I think the pregnant woman should have asked a younger person to give up a seat based on age alone and she chose you as she thought you would be more sympathetic, and you quite rightly declined for justifiable reasons you should not have to explain.