[Nyororin]

You are making a huge and incorrect assumption... Unprotected sex is NOT the only way to get pregnant. Condoms are 99% effective - when used 100% properly. Same deal with birth control. Even used properly, that is still 1 in a hundred.
The thing is, most people don't use them properly to begin with. Taking a pill late, forgetting and skipping one without realizing it, touching before putting a condom on, accidentally starting to put the condom on the wrong way then fixing it, etc, are the more tame ones. Almost everyone would assume that they are safe with that level (and likely don't even realize there is risk).
Go a step further and there are tons of people who assume that as long as the deed isn't finished "inside", they are safe. ie. He pulled out, so there is no way.

A long long time ago I knew a girl who was six months pregnant before she knew. She'd never had sex. But they had been involved in some messy touching and play. She never dreamed she could get pregnant without him actually putting it all the way in... So... Yeah, I would say it is pretty safe to say that a lot of these girls don't think they could be pregnant because they don't think they did something that could get them pregnant in the first place.
The assumption that it is only girls who have unprotected sex who get pregnant is the same type of thinking that prevents them from believing they could possibly be pregnant.

You are also assuming that all women have morning sickness, cravings, etc.
Cravings, while common as a pregnancy symptom, aren't really THAT common. I have heard something in the area of only 30 to 50% of women experience them. That is obviously more than when not pregnant, but 50 to 70% of women don't experience any cravings at all.

I have been pregnant - I gave birth preterm so cannot speak for the lt couple months - but I LOST weight during the pregnancy. I didn't have any morning sickness, I had no cravings, and I had irregular periods with "normal" spotting. If I had not been trying to get pregnant, I probably would never have known before miscarrying.

If you are experiencing the full bundle of symptoms, then yes... It would be hard to miss it. But if you are not? Or if you are in a situation where the symptoms look to be something else? It is easier to miss than some people tend to think.

When it comes to weight gain, it is actually a lot easier for people to explain away than you would think. Pregnancy often makes you hungrier, and the most common cravings aren't for strange foods, but for sweets or salty snacks. Instead of craving something weird, it is more like french fries or cookies sounding really good... If you have given into temptation and bought a few more packs of Oreos or the like, you have a pretty good explanation for the extra couple pounds.

So, let us say that you are a girl who fits the athletic no-show profile. You have sex with your boyfriend, but he pulls out and puts a condom on before finishing. That month, your period comes pretty much on schedule and seems normal.
You break up and don't have any sex after that. You are kind of depressed about the break up and eat more sweets than usual and gain a few pounds.

Why would you think "I might be pregnant" ?

I believe that in most cases the girls are just in denial or trying to hide it from everyone... But there really are cases where they have no clue.

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ETA;
Another note - a baby doesn't just grow out of control. It takes nourishment from your body. If you do not increase calorie intake, the calories the baby uses to grow and live are calories that your body will not receive. Your weight can shrink just as quickly as a baby can grow. This is especially true if you are very aware of how much you eat - you aren't likely to increase your eating, so the baby isn't likely to be huge and you aren't likely to put on much pregnancy weight.
Would you notice an increase of 5lbs over 9 months? Over a few weeks, I am sure you would... But over almost an entire year?
And let us say that you did notice a very tiny incremental increase... Would you guess pregnancy? Or would you watch your calories to stop it?