After pregnancy you get an item that can be used in the research table to craft a summon, which is an adult creature. There are no cubs for monsters that run around, only the baby items that can be turned into summons.
Did you enable explicit birth in options? If not there will be no animation, just a fade to black and you should get the baby added to inventory or dropped on the ground.
There might be some issues in the demo build that is fixed in the latest full version, i don't really keep track of what bugs are present in the demo currently. I will update the demo version soon as well, once the current version has stabilized somewhat.