Ok, here goes - I have quite a lot to say on this topic, speaking firstly as a doctor working in HIV and secondly as a recent mum. The department of health recomended in 1999 that all pregnant women should be screened for HIV. The reasons for this are simple. The incidence of heterosexually acquired HIV in the UK is on the increase and there is a substantial risk of passing HIV to the baby without intervention. The risk varies depending on circumstances but is of the order of 15 - 20% and may be increased to more than 30% by breastfeeding. Treatment for HIV has improved enormously in the last few years; survival rates and risk of illness are dramatically reduced by treatment. Intervention in pregnancy can reduce the chances of an infected baby less than 5%. In addition, treatment of the mother is obviously also beneficial.
The guidelines now are that all women are screened at antenatal booking. Research has shown that an "opt out" system works better than an "opt in" system, ie that the HIV test is part of the batch of tests and that, only if the woman refuses, is it not done. Syphilis has been part of the antenatal screening tests for ages so everyone is tested for this too. Again, it can affect the foetus but is treatable if diagnosed early enough. Although syphilis has been unusual recently, it too is on the increase again and there have been a number of heterosexual outbreaks in the UK in the last few years.
Regarding insurance etc, the insurance companies decided a few years ago that a negative HIV test will not affect your chances of getting covered. This is in recognition of the fact that many more people are now being tested for lots of reasons. Your premiums are only increased if you are deemed to be in a "high risk" category.
So, there seem to me to be good reasons for HIV testing in pregnancy, even if you think your risk is low. Unexpected positive results are thankfully rare but I would argue that it is much better to know as early as possible. A lot of people feel upset or offended by the suggestion that they should have an HIV test. It is becoming a more routine part of medical care in all settings as HIV becomes more common and hopefully some of the stigma may abate. However, I do think it should have been mentioned to you, Motherofone. I'm surprised that the nurse said it wasn't routine as I expect you would have been offered a test at a hospital. You are correct that medical records held by the GP can be disclosed to employers, insurers etc, but only with your consent. It may be worth discussing it with the GP again before you have the tests, I'm not sure how they are going to help detirmine the cause of your pneumonia.
If you are concerned about confidentality and want to be HIV tested I would recommend going to a Genito Urinary Medicine clinic. Even if this is in the same hospital, it is comletely separate and your notes and results will never leave there without your permission. GU clinics are legally seperate from the rest of the health system - you can give a different name and your GP won't be informed that you have attended. The tests are free, you can arrange for a result the same day in some places and you will recieve informed advice about the tests.
My final comment is about conselling for the test. It is no longer the case that everyone undergoing HIV testing has formal pre-test counselling but this should be available if required. When I had my antenatal booking bloods, the midwife was also very flustered about it. She hadn't asked me what I did for a living, nor had she asked any questions about risk factors. She went on to say that I probably didn't need it because I was "normal" but that she had to offer it anyway. I wasn't very impressed by this, she had simply looked at me and assumed that I was low risk. This may not have been her fault but probably reflects lack of information and training.
I'll shut up now but this is a subject close to my heart. I hope that this makes some sense and is helpful. My advice is to go for it but to ask for more explanation if you are unsure.