In fact, reports suggest that Kate, 37, is on a secret ski trip with Prince William and their three children, Prince George, Princess Charlotte and Prince Louis, who had off from school.
A royal source told The Sun that William and Kate likely went to their favorite ski resort, the Courchevel in the Troi Vallees in France, while Markle parties across the pond.
Markle was spotted at The Mark hotel in the Big Apple's Upper East Side neighborhood, as well as at the Polo Bar, with Williams and Mulroney.
"The trip is a lovely chance to catch up with friends and spend time in a city she loves," an insider said. “This will be the last time a lot of them will see Meg until after the baby is born so it’s nice to share precious moments. It’s been a relaxing visit. Nothing beats face time with your friends. Meg will be flying home refreshed and relaxed — and with a lot of new baby clothes.”
Markle's mother, Doria Ragland, was reportedly spotted in Los Angeles while Markle was feted in New York.
The big reason Princess Kate may have missed the shower: It's not in line with royal protocol.
Middleton didn't have any baby showers for her three tykes, with ABC News royal expert Victoria Arbiter noting that it's "added pressure that they are clearly very wealthy, and a lavish baby shower would be seen as highly inappropriate. There's nothing they can't go out and buy themselves."