Other mistake: The Bundys never lock their front door the entire series, but a burglar has to use a crow bar to open the sliding glass door out back.
Revealing mistake: The burglar uses a crow bar to open the sliding glass door. You can plainly see him "pretending" he had to use it when it just opens easily. He didn't really pry it open.
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