the last episode of season 2 ends with a phone call from the doctor telling annie that mary is pregnant

and a to be continued - typical for season ending cliffhangers

the first episode of season 3 makes no mention of it at all. mary's hair is shorter.

i looked at the episode list, and i dont think i am missing any on the dvd set

after a summer of fans wondering what is gonna happen, i dont see how they could just skip over it, as if nothing occurred ??