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.
Dead Men Don't Do Aerobics - S4-E2
Revealing mistake: When we see Jim Jupiter on his show after gaining weight, you can plainly tell he's wearing padding under his clothes to make him look fat.
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