Well, I most think of it the whole time: How is it possible that after Jane Seymour no Queen was pregnant again?. I think that Cath.Howard was young enough to get a child and Cath.Parr was almost immediately pregnant from Seymour so did Henry have sex with them or was it the truth what Anne Boleyn said about him that he could not setisfy a woman?
I think the answer lies with Henry VIII and his impotence problems at this time. He married Catherine Howard in July 1540 and she was arrested in November 1541 so they only had around 15 months for her to get pregnant. It can take quite a few months to get pregnant and it is not unusual for "fully functioning" couples to be trying for a baby for over a year before pregnancy actually happens. If you consider that Henry VIII had problems and that he was also seriously ill with his leg ulcer in February 1541, and didn't see Catherine for a while, then I don't think it's unusual that Catherine did not get pregnant.
As far as Catherine Parr is concerned, Henry was married to her from July 1543 until his death in 1547, so a considerable time, but he was not in the best of health and also obviously had his ongoing sexual problems. Catherine Parr had been married twice before and had not got pregnant so she may also have had problems, although you're right in that she did get pregnant quickly with Thomas Seymour but then, as they were very much in love, I'm sure that they had regular sexual intercourse and that obviously would have given Catherine a better chance at getting pregnant.
Those are just my thoughts on the matter.