Male guppies are often quite territorial, and can become aggressive when they feel threatened or perceive any intruders in their space. This may explain why your male guppy is chasing your pregnant female guppy - he could be attempting to claim her as his own territory. Male guppies will also sometimes chase a female if they're trying to mate with her, though that isn't the case here since she's already pregnant. He might also just be playing around, but it's important to keep an eye on him in case the behavior becomes too aggressive and starts stressing out the female. If this happens, you should consider separating them until after the female has given birth so she doesn't get overwhelmed or injured during labor. Additionally, try adding more plants and other hiding spots into the tank for both of them so there are plenty of safe places for each fish to retreat from aggression if needed.