It should get interesting if....
Joe put a bun in the oven of Caro before he shipped out.
Can you imagine that conversation around the dinner table (either Nico's family or Caro's) if a bairn shows up? Unless that wild moment they had is going to produce a child and a great big plot line for later generations, then it seemed like an extra scene that was not needed. But given this show as a 100 year arc, the implications for a baby in 1914 has endless future possibilities for strife in the plot. It would be a great plot driver for the future.
YIKES!