I don't know where to start, but start I will because I am outraged on your behalf, OP! 
Off late, he is often very sulky and depressed during late evenings and early mornings
Very passive-aggressive (PA) of him. Sulky little boy.
When I pressed on what the matter was
So you have to play mother and find out what's the matter with the poor little boy.
he explained that he feels his youth is being wasted
Marriage and having a family is "wasting" your life, in his book? What a pity he hadn't explored his feelings around this BEFORE you married and became pregnant.
we have travelled extensively as a couple, DH & I both have successful careers, and are away from our families geographically, have a good and enjoyable dance in the bed, plus we were into all sorts of activities... Hiking, meeting people, etc
Sounds like he has had plenty to enjoy and make the best out of life with you already. Why can't marriage and children be more of life's adventures?
This depression and moaning would started and was on and off till about two months ago
MORE moaning?
it was pretty much hell for me for most parts, with day long morning sickness and exaggerated jet lag
Did he, at any point, consider YOU on this trip?
But throughout the trip, DH kept whining about being depressed & sulked
Ah no, he spoiled the holiday and added to your pregnancy troubles with more pettishness and whining.
Once home, when I confronted and finally got to the bottom of the matter
Again, you have to play mother/detective to stop his whingeing? He needs to man up and out with it.
turns out he feels he has missed out on having sex with other women in his 20s as back then he was thoroughly focused into career/work. Plus he was a shy boy
Oh dear. What a hard-done-by man he is! These feelings of wistfulness for what he didn't seem to want years ago now trump your here-and-now pregnancy and illness.
Then we met, got married, and other than one girl he dated before he hasn't been with anyone else ...other than me
Is he kidding on that he was not responsible for any of this? These were all decisions HE took. Now he's sulking about them. He sounds very, very PA to me.
To be fair & honest, he hasn't cheated on me
Well, that's good of him, I suppose 
and he is very openly discussing the prospects of a short-term one-sided open marriage for the lack of a better term
Yes, definitely sounds like he has his wife's and his unborn child's interests at heart here I don't think! The better term for it would be "shagging around and exposing his wife to humiliation and STIs and providing a crap role model for his child" but that's a much longer term.
He has a very charming personality and easily win people over with his smile
From where I'm sitting, he doesn't sound charming at all. Charming people do not behave like this.
He's not at all a Casanova
However, it seems like he wants to be? Pity he's just decided that now, though.
but genuinely a very nice & caring person
Again, I'm not seeing this from your post.
And the other bits would be just be a short 'experience' for him
Just what would YOU experience whilst he has his experiences?
But am I being crazy or controlling?
For not agreeing to him shitting all over your commitment to each other?
I feel horrible to see him lose his easy smile around the house
Yes, heaven forfend he should lose his easy smile and return to the sulks because he doesn't get his way. Might be easier to lose him AND his easy smile!
tbh I don't want to be with someone who is unhappy coz he can't stick it into someone else
Who would want that? I don't blame you. From what you've said here, he will make your life very miserable indeed if he doesn't get his way.
Am I being stupid in hoping this to be a passing phase?
Is cruelty, lack of caring, entitlement and a bad attitude ever just a passing phase?
I can't really talk about this with any family or friends...
Thank goodness for MN.
Sorry for the long post, pregnancy hormones aren't helping in reigning in my emotions
I think it's really crap you can't enjoy your pregnancy as a couple because of this man-child. I am really angry for you. I know you'll get good advice here.