I think a lot of us do. If you look at her profile, it states she is not pregnant, if she was just in passing at a later date, why bother even having the tag to show if she is pregnant or not? I have this thought, where we are just guessing what's going to happen, and we have little teases from MB whether something will or won't happen. I think the term surprise, is probably the outcome with other side girls too.
Molly is the only character in the harem tracker without a pregnancy status, so I wouldn't put too much weight on that tracker. Plus the entire game is about getting every woman in the game pregnant if you want to.
Supposedly there are three tiers to the harem;
1st and most important, the immediate family (inc. Shizuka). This also includes anyone who is going to be living in the house at the end of the game.
2nd and of medium importance, the people who are like family, but won't be living in the harem house for one reason or another.
3rd is pretty much everyone else.
Relatedly, I vaguely recall Moon saying at some point that all the girls shown in the main menu screen are the core important girls, so anyone not in that picture isn't important.
I'm sure I'll get corrected one way or another.