Why does my dog cry when i leave him?

My husband stayed with him in the car and I had to go pick up my niece so I got out of the car and he started howling whining and crying while looking out the window. Even when I have to use the bathroom he lays right next to the door until I come out and when I do he acts like he hasn't seen me in years. He is always on me, he doesn't socialize with anyone. I'm really starting to worry about him. I'm expecting my first born in 4 months and I really want to ween our dog off me so he won't be so dependant. He is 4 years old. We rescued him from a high kill shelter last september. We assume he was abused by a man because he's terrified of them. Except for my husband. He's a long coat chihuahua/pomerianian mix.