I don't want to fight with anybody. I'm glad to discuss my theories. Please read my tone to be most cordial and open. None of us has perfect information because we weren't there, so all we can do is try to make the pieces of the puzzle fit as best we can. (That goes to the Theory of the Case, by the way, which I may discuss in more detail soon. Theory of the Case is a very short idea that sums up not only what happened but why.)
Getting to your question, we have two conflicting things here: 1) her statement about CW wanting another child, and 2) the fact that he killed his wife, his children, and his unborn child just a few months later.
So, if he wanted a third child so badly (or wanted a son, which is what is often stated outright or strongly implied whenever a couple with two daughters decides to have a third child), then why did he kill the third child (and everyone else)? That doesn't make much sense, especially in light of the fact that they were having relationship issues to one degree or another.
He was obviously unhappy and getting unhappier, may have been cheating on SW, possibly with a man for several months before she got pregnant (if we believe AB's guest). So I have a hard time believing that he was the one that wanted another child.
But why would she lie about it? I don't know. Maybe it goes to the image of success and the perfect family that SW was trying to create---that's one theory. Maybe other people here could suggest other reasons why she might make that up. But actions speak louder than words, so I'm discounting what she said.
I hope that explains it.