As I see it, its all rather simple. Mary is terrified of becoming pregnant for one of two reasons.
A) She is scared the drs would be able to tell she has already given birth so this is not her first pregnancy so scandal ensues. The Turk remember? She went off to America to stay with her granny for a while remember? I reckon she had the child in the States and had it adopted all very hush hush. Richard the baddie knows all this and is nowhere to be seen at the moment because he is he is busy tracking down the baby and plotting his revenge on Mary. In years to come the baby will come back to try and claim Downton for himself (bound to have been a boy) but thats another storyline
Or
B) Mary is not keen to have a baby because she actually had an abortion which somehow rendered her infertile, she knows this but doesn't want to tell Matthew in case he didn't want to marry her.
Am I right or am I right?