Continuity mistake: When Kelly is at the grill, right after being called a "dullard" by Bud, Kelly grabs Bud's wrist with her left hand. As we pan out on the exact same scene, her hand is nowhere near his wrist.
Continuity mistake: Al takes the kids camping. When he leaves the house, his shirt is light blue. When he comes out from the bushes in the woods, it's dark blue with red stripes.
Continuity mistake: A lady agrees to buy some of Peg's red hair. It shows the lady with two baggies with red hair in them, but at the end of the episode we see that they used Buck's hair, which is far from being red in color, or anything like human hair.
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.
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