Click to see Spoiler:
Nicki is not pregnant yet. She has decided she wants to try for another baby--but Margene beats her to the punch. In a future episode, Margene reveals to the wives her positive pregnancy test, much to Nicki's dismay.
I figured they might be setting up Margene for another pregnancy, remember on the 'Affair' episode Margene kept complaining of headaches, etc.