It could be because they can sense you're different, more aggitated, impatient, uncomfortable, etc, etc. Gypsy was a little weird for the last few weeks of my pregnancy too. Everytime I've bought new bedding Gypsy has pee'd on it.

It could be one or the other or both...
Oh, and you're very brave getting and using new bedding when you're due any day... I put old sheets on our for my last month of my pregnancy incase my waters broke in the night.