I have the same feeling pretty often. I'll go pee and when I'm done, a few minutes later I feel like I still have to pee. Not like the burning sensation that you have to pee when you have a UTI... just that there's pressure on my bladder making it feel like I have to go again! And then I do, and I barely pee anything lol. I bet it is just baby on your bladder. If you feel extreme pressure or the "feeling" of having to pee becomes super uncomfortable, I'd get checked for a UTI.