I can certainly understand your feelings, OP.
We also have "his", "mine" and "ours". We're very blended and we always were. If that weren't the case, I'd feel dissatisfied, like you do.
Of course, there are some subtle things that came slower than others. We didn't discipline each other's kids right away. And, to be honest, even now we each feel a little prickly about the other one disciplining our kid, if it's anything serious. If DH's really angry at one of mine, I always feel like making excuses for my kid, even if it's something I would've gotten mad about, too, had I been first on the scene. And even though DH is just as concerned as I am about his kid's tendency to lie, he gets really irritated with me, if I'm the one who calls DSS on it. I mean, he won't necessarily contradict me with DSS, but he may pick a stupid fight with me about something else, shortly afterward - and it's obvious passive-aggression over me saying his kid lied.
Also, I've tried to follow DSS's lead about being affectionate. I'm very affectionate with my kids, but I didn't want DSS to feel like I was forcing that on him. Plus, he lives with us and his mom's across the country (and very resentful and subversive), so I worried that me being as affectionate as a mom, with him, might make him feel disloyal to her, or might emphasize this weird situation where he spends more of his life with me than his does with his actual mom. But especially this school year, he comes to me for hugs a lot, or lays his head on my shoulder when we're hanging out as a family. So even that feels more equal and blended, now.
But DH and I have always driven each other's kids places; chaperoned field trips and otherwise volunteered at school for each other's kids; gone to each other's kids' sports events and taken each other's kids along, on errands (even if our own kids didn't come).
Especially if you have a little one on the way, dissatisfaction about this seems a poor reason to leave the marriage. Ultimately, it is your husband's loss if he doesn't develop a fully parental relationship with your kids. Your kids still have you (and presumably your ex?). And, if you put the effort in, you will reap the benefits of a good relationship with your step-kids. It's sad and disappointing that your husband doesn't look at it the same way you do, but the harm to your "joint" kids, if you left him, far outweighs any other consideration. It would be different if he were abusing your kids, but that's not what you've described.
Another thought: What was it like before you married? If your husband acted like he wanted to be your kid's 2nd dad while you were dating, but he's changed, that's worth pointing out to him: "When you really wanted me to be attracted to you, you did X. Now you're doing Y. What do you expect the outcome to be?" But if he was always this way with your kid and you married him anyway... Or, if the two of you just didn't take the time to learn how the dynamics would work with your kids, before committing to each other - then that was a joint mistake, not just his.
One woman in a house full of men: my soul mate:
... twin sons:
(HS seniors) ... step-son:
(a sophomore) ... our little man:
(a first grader) ... and there is another female in the house, after all