There are cases where the woman has been severely abused and becomes pregnant through the one who has abused her. The concept may be so horrible to comprehend that the brain and the body literally hide it from her, especially if she is heavy or obese in body weight. The brain is VERY powerful and many times we forget just what it is capable of. On a large, heavy, obese woman, conducting pelvic exams can be very challenging especially if they are self conscious with poor body image. It is common to have irregular cycles and hormones to be messed up as adipose tissue secretes its own hormones thus disrupting normal hormonal secretions and body cycles. In a heavy woman, gaining baby weight, increasing in size of their clothes, having increased pressure in their abdominal cavity, increased breathing issues, new breathing issues etc, they can attribute to the fact they are just putting on more weight. If they have a history of cysts, fibroids, bowel and GI issues, headaches, fatigue, swelling of the extremities, and or are aware that these can be side affects of being heavy, they will not see these signs as pregnancy.
I have a girlfriend who is VERY thin, athletic. Her cycle has always been irregular. Six years ago she went for an annual and discovered she was 4 1/2 months pregnant. As for morning sickness, it didn't give her a clue due to the fact she had an eating disorder of many years and was constantly throwing up and using laxatives. She also did not know the SOB she was having sex with was messing with her birth control pills. He also refused to use condoms. She married the SOB and had two more children with the same experience as with her first. Thank God her divorce should be final in July of this year!
Some women who are pregnant hardly show at all. If they are trying to hide it from others, it is possible. When they do deliver, it can come as a shock to many who had no clue. My sister in law has had 4 live births and only started to barely show in her 7th, 8th, 9th month, though she knew she was pregnant and she is not at all overweight.
I also agree with Susie in regards to stupidity and lower socioeconomic class and area.
It can also be due to lack of education the woman/female has received and how tuned into her body she is and any taboo surrounding her age and situation of how she became pregnant. This can play back into how the brain and the body can hide the pregnancy from her and those around her.