Having an HIV test is recommended by all health experts and the CDC for every pregnant woman. That recommendation is fairly new, so it is no surprise it wasn't done during your previous pregnancy. But now HIV testing of pregnant women is normal, expected, and nearly universal--just as are syphilis testing and chlamydia testing (which probably were done in your previous pregnancy). The HIV test has nothing to do with whether or nor you believe you were at risk, or whether your doctor believes you are at risk. Every pregnant woman should be tested and most are.
In case you want to see the latest formal CDC recommendations, see http://www.cdc.gov/mmwr/preview/mmwrhtml/rr5514a1.htm (Note the writers.)
In other words, you and your pregnancy are being managed perfectly normally. Your ObG is being conscientious and caring. All will be well.
Best wishes for you, your family, and your new baby.
HHH, MD
Should I worry about the people me and my husband where with 5 years ago, or would we have some sort of symptoms.
If your and your husband's previous partners were non-gay and not injection drug users, and not immigrants from countries with high HIV rates, you were not at risk.
Most HIV infected people start to have various symptoms within 5 years of catching HIV, so that is further evidence you don't have it.
Just wait for your test result, which will be negative. I won't have any further responses.
HHH, MD