DSP was able to hide his wedding because he put his usual amount of effort into the wedding, nothing. If it was a more legitimate wedding, he would have been complaining and begging nonstop. Having a kid isn't something he can just push off on his parents to plan/cover the expenses of. Even if they're doing the bare minimum, it would cut into his schedule and require some amount of effort on his part, which would translate to Phil complaining.
Kat looking bloated probably has more to do with living with Phil than possibly being pregnant. We've seen the food they "cook." Plus, Phil was dragging her around to all his favorite grease establishments in CT. Going back to the wedding lies, Phil was never outright against the idea of marriage, he just said it couldn't happen and blamed his finances, but he implied it was something he wanted to do. If Kat was pregnant and he was doing the same lying thing, I'd think he'd repeat the lie of it not being the right time, repeating the finance part especially to get sympathy bucks. If he's outright saying he doesn't want to have kids, I'm willing to believe him for once. Even Phil has enough intelligence to see raising a kid takes a lot of work/effort/money, and someone as selfish as Phil would never want to put that much energy into something. Just look at his relationship with Kat as an example of that. Hell, Phil has shown that same level of arrogant selfishness when it comes to getting an animal. If he isn't willing to put forth the effort to care for a cat, I can't see him wanting to have a kid.
Phil's weird prideful world view also doesn't support kids. He seems like the type of person who associates kids with being old. He wanted to get married because, in his mind, he was getting a trophy wife, which means he is a cool successful adult. I mean, there is always the slim possibility Kat is pregnant, but I'd say it's just as likely as all the other times rumors have flown around about her or Leanna being pregnant.