IM 37 weeks and around and 35 weeks I got the same thing. It feels like I have done a complete body workout but especially focused on my legs... My doctor said it could be carrying the extra weight, the way you have to position your self at work, or doing house work, or it could be carrying and extra fluid around your joints and muscles and it causes the extra pressure feeling.
You may have pulled a muscle. Im going thru the same thing and im 36 weeks. Its super uncomfortable!
Also if the baby has dropped in can cause pain in your thighs and be hard to walk.
I think it's cuz we are carrying around more weight, plus working our muscle in a slightly different way than they are used to due to our center of gravity being off. Mine are sore as well.