Chicago Shoe Exchange - S11-E24
Factual error: When Kelly and Jefferson are driving Bud to the chiropractor and puts him on the roof of the car, as they are driving palm trees are lining the road. There are no palm trees in northern Illinois anywhere, let alone lining roads.
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