No, she wasn't pregnant then; she just was one of those "purpose girls" who took advantage of every opportunity, including ordering big meals when they were paid by someone else. She became pregnant after starting the affair with Reginald Gardner. As for your other question, I don't remember why the uncle did that.
..... but she also used the line, "I'm so hungry I could eat a bear" to her uncle. This is the reason I agree with the OP, that she was already preggers when she arrived in NY.
Well, I have been pregnant, and I too could have eaten a bear. You can't imagine what the hunger is like. I think she already was "in trouble" when she arrived in the big city.
I never thought of the idea that she was pregnant before she came to NY. Yet she arrived in NY in March and did not meet Heflin until June 6. If she was preggers when she came to NY in March, she would have been showing. Her waist was so tiny. At the party she says she was invited by a girlfriend. She may have been invited by Reginal Gardner's character. He may have invited her since he met her after she was stood up by her uncle at the theatre way before the party - although it is confusing of the timeline of the flashback incidents inbetween her arrival to NY in March and the party scene June 6.
Also, on the DVD commentary, the producers wanted Otto Kruger who played Nancy's uncle, to look as if he was a confirmed bachelor and lady's man - so hence the gloves left behind and the smoking jacket he was wearing.
If being hungry all the time is a pregnancy symptom, then an awful lot of unlikely people are in that condition, including small children, geriatrics, and men of all ages. What an incredibly stupid "theory".