Continuity mistake: When Kelly blows up the car near the end, when they show the car before it explodes, you see someone walking on the right side behind the car. Half a second later the car explodes and now someone is walking by the building on the left side of the screen. There wasn't anyone there before.
Deliberate mistake: When the family is trying to get money from Al at the start of the episode, he throws it on the ground making the rest of the family to dive on it and you can see Bud get it, then throw the bunch of money in the middle of Kelly, Peg and Bud so they can all get to it instead of taking it all. (00:02:10)
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