Dead Men Don't Do Aerobics - S4-E2
Other mistake: Jim Jupiter stays with Peg for a week. 6 days later he's shown heavier than he was before. You don't gain that much weight in 6 days.
At the Zoo - S4-E10
Other mistake: Marcy knocks at the door, and Steve is inside. He tells Peg to stall her so he can go out the back door. She can obviously hear everything he's saying.
Other mistake: When Peggy throws the final ball, all the pins fall except for one and the sweep bar comes down. It is then shown wobbling down without the sweep bar in play. This is an illegal drop and would not count under any PBA sanctioned tournament or in any bowling alley in the United States. The bowling alley would credit her with a 299, and Al would have a chance to get a 300.
Answer: It's implied that Steve filed for divorce since in s04e16, "You Gotta Know When to Hold 'Em", Marcy says that Steve is suing for alimony. Alimony is something that has to be requested when filing for divorce. Although the show doesn't spend time on the actual legal proceedings of their divorce.
Bishop73