You Better Shop Around (1) - S5-E21
Continuity mistake: When the store employee comes over to ask Al and Peg what they were doing, Peg throws a bag of chips in the shopping cart and says shopping. When Al asks Peg what the ingredients are, next shot the bag of chips are on Peg's lap.
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.
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