Revealing mistake: When Kelly is at the house of the crazy guy who made the couch, when they drink the cappuccino and he throws the cup, it's clear that the cups are just props as the drink stays in when it falls towards the camera.
Revealing mistake: When the chain is cut from Al's wrist, you can see and hear that it's plastic not metal. (00:02:28)
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