well it does show actually, if you go check the GF after she gets pregnant she has a belly and you can see it in her character model. Also the game is still limited, and the dev is more focused on finishing other stuff.
She can get preg, and after you can take her to the hospital to birth the child. The pregnancy missing at the moment are monster pregnancies. She can't get preggo from any monsters which is a bit odd considering she can get hammed by some of them. I do think they need a few more of those scenes lol.