There are two "pregnancy" endings.
1.) Bad End "Insemination" This one occurs when Imouto doesn't have enough trust, Onii-chan doesn't have enough cash, or both. Or You choose "W-We're not sure yet." She runs back home to mama, and there is a pregnancy, but the baby is never born, or so Onii-chan is told, and he never sees Imouto again.
2.) Good End "Happy Life" Here, the pregnancy was just a scare, and apparently Onii-chan gets an off-screen vasectomy, so there's never a risk of pregnancy again (regardless of Imouto's cycle), and the gameplay can continue. What makes an off-screen vasectomy the most likely explanation (for 1.9 and above) is that Imouto's aware that she won't be getting pregnant and quite a bit of the night-crawling dialog changes. Although the dialog when having sex in the bath does not change, Imouto's behavior does. Prior to the good end, her emotion goes down two points if you cum inside after she asks you not to. After, her emotional state doesn't change even though she still says "I can get pregnant you know."