The doctor will help trigger birth if it's time. If it's too early you'll have to wait (that's why it did nothing for you). I suppose it's planned for the future to make it better to give birth at doctor's place. She can abort pregnancy for monsters and rape, if it's not too long after. Though it seems it's impossible for slime, I guess, because it's too fast ^^ I don't remember all the scripts but yeah, by now there is probably no difference, it could have been mental stretch but it seems not.
Pregnancy is not ONLY eye-candy in fact ^^ there are some things related to Nanako's status, her stats to begin with, are 4/5 during period and something else I can't remember. It's 1/2 when aroused. I think there is a change for pregnancy too.
But, mostly, there is a major change when Nanako is pregnant, though it doesn't imply a finished region yet: you can't perform super actions =) These are the actions allowing you to climb trees, jump holes, grind walls, and many other things in the mountain up north. When pregnant for some time (big belly ^^) it is impossible to progress here.