It was literally the first thing I read in the post episode discussion thread on r/gameofthrones... However I disagree with any idea that it's clever writing, more likely they just forgot about its implications as Euron didn't react at all which is very like his normal calm non-crazy self that we've seen since he was introduced.
I also wondered whether he'd notice that. I suppose it's possible he just doesn't notice, people don't notice things all the time in real life but I'm sure someone will be along to claim it's a howling plot hole if he doesn't. It's also possible he notices but assumes that Tyrion has spies within the walls that told him which is not unreasonable. I'd like it to be a thing though.
My wife, on the other hand, thinks Cersei is not pregnant and is just making it up to manipulate people. Also an interesting possibility.