I'm guessing they were actually pregnant before the actual destruction (they had boyfriends, right?) or got knocked up by the visiting angels (2 angels, 2 daughters). They were probably pretty hot! Remember angels like earthly sex. Then later they made up the story about Lot. What could he say?
Regarding the doubters about where the wine came from - they were probably spirit-directed to a cave where lots of wine was being stored (cave = cool temps). Of course, all of this was evidently either approved or condoned by JHVH.