It doesn't have anything to do with being at Gramps' place.
The scene where you find out one of the girls is pregnant happens when you go see them in their usual spot.
(For Jessica it's in the kitchen during the morning.)
She is still pregnant if you don't find out she is so that dialogue appears.
This ain't Schrödinger's Pregnancy.
Let me see if I can relay this, although it might be ignored since it's such a minor thing.
Depends on the platform, on a computer there's usually a save inside the game's folder but there's also another one in a different location.
It's a known issue since 0.9.1, the infamous "skip bug" basically happens when a player holds the skip button
(CTRL on PC) when going into a map or similar. That causes all kinds of fuckery, it may even be the cause for the "double leads" issue.
Why is this problem in the game?
Because Arc decided to update the engine and some change the dev did broke that specific thing.
Why hasn't it been fixed?
Arc was waiting for the RenPy dev to update the engine again
(in the beta versions of the engine the issue was already fixed but you shouldn't release on a beta version of the engine unless you love your game breaking in a different manner) but that hasn't happened and it probably will not any time soon.
What can I do?
Avoid skipping with CTRL, use TAB instead.
Maybe use one of the patches in here that put the engine back into the stable version (saves after 0.9.1 might be wonky)
TL;DR
Avoid skipping.
I think I may have stumbled upon a solution to the skip bug meself. But I'd rather test it first in case it breaks something else.