Desperately Seeking Miss October - S4-E7
Revealing mistake: In the scene where Al and his Dad (both played by Ed O'Neill) are sitting on the couch side by side watch the lines of the cushion in the middle. Every time one of them moves you can see where the two separate shots are overlaid. (00:14:15)
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