They did have a son - he is moentioned just one in all the series.
V and M are in bed moaning about bewing unable to sleep, and Victor mentions something about '... dead children ...' and then apolgises. Margaret talks for a little bit about their son - he would be the same age as a friend's son who is an insurance salesman, and she wonders if their son would have gone into the same career path.
It's the one and only time he is mentioned, and it is another fine example of the reality - that comedy and tragedy are a hairsbreadth apart, and if you are skilful enough, you can cross over and back in a matter of minutes.
Pure class.