We had a call when I was on the squads in Nebraska. Petite woman, flat stomach, already had kids, was convinced there was no way she was pregnant. Then she crowned in the ER.
The attending doctor summed it up in one word -- denial. Some women are in such a state of denial (for myriad reasons) that they can, to some extent, even convince themselves.
The problem with pregnancy denial is that in about 40 weeks, it gets a lot harder.