Although This Is Us is currently well into Season 4, the worries about Kate Pearson — and therefore Chrissy's role in the series — started during the Season 3 finale.
A flash-forward storyline shows the Pearson family gathering to visit a frail and maybe dying Rebecca (Mandy Moore) lying in a bed. Nicky (Griffin Dunne) is at Rebecca's side, Kevin (Justin Hartley) has a son, and Randall (Sterling K. Brown) and Beth (Susan Kelechi Watson) are still together. However, Miguel (Jon Huertas) isn't there, and Toby (Chris Sullivan) shows up without Kate.
In fact when Toby showed up at Kevin's place, Randall said he was glad Toby decided to come. “I just talked to Jack, and they’re on their way," Toby said. Viewers' thought process went pretty much like this: "Wait, who's 'they'? And why isn't Kate with Toby? Are they divorced? Or is she *gasp* dead?"