I'm out to my parents, most of the people I would call friends, and obviously to my kids and Hubby. I'm also out to my primary care doctor and some of the other medical professionals in his practice, since my PC isn't always the one I see there, and to my counselor and psychiatrist.
Telling the professionals was easy enough. "I'm polyamorous; I have a boyfriend and my husband knows, and everyone's cool with it." (I had a boyfriend at the time when I told most of them.) Telling my friends wasn't too hard either, because most of them are either on dating sites where it isn't uncommon for someone to be married and seeking other partners, either romantic or sexual, and the ones who aren't on those sites have known me for a decade at least and are very open-minded in general.
I admit sometimes I come out for the shock value, depending on what I think of the other person or how much I want to see how far they'll stretch their open-mindedness. I have a difficult relationship with my mother, so coming out to her was partly because I knew she would squirm mentally trying to figure out what to say so she could feel like she was being supportive. Coming out to my PC and a couple of the people in his practice was a case of "They're pretty accepting, but I wonder what they would think if they knew this." (One of them said, "Oh, cool, I have friends who are poly.") I also came out to the pastor at my mother-in-law's church, which my kids also attend, to see how far the church's "open and accepting" policy extended. His response, after thinking it over, was "Well, there's definitely a lot of polygamy in the Bible, so I guess in some ways the Bible supports polyamory, and you're very welcome here."
Coming out can be scary, especially if you've had negative experiences, and it's entirely your choice whether to do so. In your case with the midwife, I would definitely tell her the truth, because it's something that might impact the pregnancy and birth, and as you say, she'll probably figure it out anyway. Better she hear it from you than just speculate.