Being pregnant at the time of the marriage does sound like a very likely explanation. For the gg aunt and uncle this could possibly be the case. They married in 1906, but I don't have a record of any children until 1912. The 1910 census says they've had no children, but that may not necessarily mean they weren't pregnant once or are otherwise being less than honest with that answer. There's certainly a big gap between 1906 and 1912, and I can't say with certainty that there were no children in there.

For my great grandfather and great grandmother this seems less likely, but not impossible. They married July of 1897, and their first daughter was born Dec 1898. Her delayed birth certificate, Social Security death index, and gravestone all give her birth year as 1898, not 1897. The next child was born in Sep 1901, so I don't have any reason to doubt the 1898 birth year for the first daughter. The mother's 1910 census record indicates that she had 7 children, and 5 are still living. I can account for all 7 of them. Still, with a 17 month gap between marriage and the first known child being born it is not impossible that a pregnancy or even a birth happened. There just aren't any records that I've found that suggest it.