This episode was the only one this seasn that was written by GRRM himself, so if he wanted to give confirmation of the theory that book Jeyne is pregnant, he can certainly get away with it. If D&D had done it in one for their episodes, there might be more of an uproar.
I think GRRM agreed to confirm it now to negate the need to devote any screen time to the Jon as Robb's heir angle. Would not surprise me if that part gets cut out of the show completely, but who knows, maybe not!
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