I don't think Kay had any clue what she was getting into when she married into the family. She had very limited exposure to them before marrying Michael, that we know of. We were only shown her presence at Connie's wedding, and then the one trip out to the mall when Michael was in Sicily.

The next thing she knows, the guy comes back and says that his father's way of doing things is over, that he's going to take the family legitimate in five years, blah, blah, blah. Also, what would she know about organized crime? She was a WASP from New Hampshire. She knew nothing, except that it was different and dangerous and sort of exciting.

I think KAY was betrayed. Michael sold her a bill of goods, I don't think he truly loved her any longer. That died with Apollonia, However, he loved that WASP legitimacy that Kay brought to the marriage, that good old-fashioned thing that you can't buy.; And he promised her that he was a different man than his father, that he was going to change the business, move the family out of NY, to that nice clean air, and make his money as a legitimate man who owned shares of hotels and stock in AT&T. But he lied.

So, I think that Kay miscarried (abortions were incredibly difficult to come by, especially for someone watched over as closely as Kay), and told him the two things he could never forgive - that it was an abortion and, worse, that it had been a son. She was hurt, and she wanted to hurt him back in the worst way. Just remember the look she gave him the night of Anthony's communion party after the shooting. IMO, that was the end of their marriage.