First, renting is not throwing money away. It's paying for somewhere to live. Owning a home is not for everyone. It's a huge responsibility, and you do have to do more work. If you're not happy with where you're living, and would be ok with renting, then it's a valid thing to do.
If you're even considering moving, start decluttering now. Go through all the closets, etc that you don't look at and clean them out.
The times you may have to move when you don't want to include:
-You stopped paying rent and are being evicted.
-Landlord stopped paying the mortgage and is being foreclosed on.
-Landlord doesn't want you there for some reason.
Being a good tenant will shield you from 2 of the 3, and the 3rd you can hopefully use some common sense and avoid.
You're concerned about dog damage. Does the dog currently cause a lot of damage? If so, why? There is some damage that I would expect is unavoidable. Other things is a sign that you're a bad dog owner. If you're a bad dog owner, shape up and fix it. Train both the humans and the dog. If it's normal, not excessive wear and tear, then you're ok. That's one of the reasons why some landlords don't allow pets. As long as the dog isn't deliberately destructive and you clean up after it promptly, you're probably ok. That's what security deposits are for.
You'll have a kid. Kids do things. If said child is destroying the home, either you're doing a really bad job of parenting, or the kid has problems and you need to get appropriate professional help. A small child will throw things. It's pretty hard to put a hole in a wall as a 2 year old, and you should be teaching them not to anyway.
The 6 months pregnant thing - I'd wait a while. That's just asking for trouble in some way.
Overall my take: Start clearing out stuff to make it easier to move (and clean in the meantime), and once baby's born and things have calmed down some, then revisit the decision. And when you do eventually move, maybe avoid the HOA?