I cannot tell you how different this approach is compared to the US!
I have had numerous co-workers over the years in the US who would come in to work every day near their due date (or past) and wonder if that will be their last day in the office, or will they return to work tomorrow? Unless one is quitting or is having a planned c-section, it is just a waiting game to see when baby will arrive. Since maternity leave is only a short amount of time in the US, I understand why women are working until the very end....
Now being on the British side of this situation, I feel a bit torn about how it is handled in the US. On one hand, I am slightly bored (unchallenged I should say) at the moment (dare I admit this as I am sure once the baby arrives I will want this time back!), but I am also grateful that I am not having to get up early with my husband's alarm clock in the morning to hop in the car and drive to work where I would be "on" all day long. The insomnia in this last bit of pregnancy has been slightly unbearable and I would be a zombie at the office if I were required to be there all day at this point. So, in that sense I have to admit it is really nice to have this time to properly rest (or lack there of in my case, but to still not be in the office or commuting....) before I am on full time mom duty.
On the other hand, the "worker bee" in me is sad to be away from my job already. I enjoy my job and feel a bit disconnected from it already, even though I have only been away a short amount of time. I feel slightly lazy for having no major responsibilities at the moment and for being able to sit at the coffee shop for an hour or more, or for having a 3 hour lunch without worrying about finishing the pile of paperwork on my desk.
I know that soon enough my insomnia and 3am wake up calls will not just be for a bowl of cereal or toast for myself, but will be to take care of a little baby in our house so I am sure at that point I will look back and be grateful that I did have a bit of time for myself in advance of our baby's arrival.