Other mistake: Al's and Peggy's birthdates are around 1948/1950, respectively. Supposedly, Al married Peggy after she got pregnant the day of his 4 touchdowns in high school in 1966. How could Kelly have been born in 1971?
Other mistake: Depending on the season the Bundys' address is 9764 Jeopardy Lane. Season 4 the address is 9674. But in the opening credits when Steve is shown on his porch the address is 9674. (00:00:20)
Continuity mistake: The outside view from the Bundy sliding doors/patio is different in the opening and most scenes from the shows. In fact, I can't think of any time it's the same.
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