This behavior might be caused by the hormones your body is producing during pregnancy.
AnimalWised explains that dogs have a special sensory organ:
[T]he vomeronasal organ, also known as Jacobson's organ. This organ is located in the vomer bone, between the mouth and the nose of the dog and is responsible for transmitting information to the brain.
Jacobson's organ is responsible for analyzing large molecules, such as pheromones and other compounds. This plays a crucial role in hunting, reproduction, the perception of environment or the social relationships of dogs. It is therefore a fundamental organ for dogs to decipher information related to other dogs such as their food, sex or estrous cycle.
Urine has a strong smell, especially for dogs. A female dog would excrete high amounts of hormones with her urine when she gets into heat. Male dogs would examine the urine with their Jacobson's organ to check whether the female is conception ready. This automatically increases the hormone production in the male as well, making him more dominant and ready to fight for the big prize.
Your dog might be reacting to your hormones or pheromones and constantly checking the urine of your female dog to see when she is conception ready. This all is perfectly natural and instinctual behavior.
I suggest you keep an eye on both dogs during the next days and weeks. Check their weight to be sure they're not loosing weight and keep an eye on how much they eat and drink.
If your female loses weight or drinks much more than usual, she could have diabetes, which makes her urine taste sweet. If you see any unusual behavior or weight loss, please see a vet.