It is possible to "miss" an alien abduction in the Sims 4, although it is more likely in a multi-sim household, where the abducted Sim is not the active one. TS4 doesn't necessarily do the "attention grabbing" things that previous versions did to announce the abduction. It is a bit more low key.
However, an alien pregnancy will normally produce an occasional "sparkly" animation on the Sims belly. If it is a glitched pregnancy, it is most likely caused by a mod. I've never heard of any such bug on the official forums.
Sorry, I repeated some stuff from Playalot's post because I didn't read it carefully before I typed this. I'm too lazy to edit though. Sorry about the redundancy.