Did they have any other choice in the circumstances? A story like this cannot break and die away quickly. You cannot lose a child in mysterious circumstances and slink away out of the public eye.
Many children die daily because of domestic accidents. Every summer some fall in swimming pools and sometimes this is noted just 30 seconds too late. These dramas aren't described in tabloids because, however mediocre they are, tabloids have a certain respect for grief and their readers also.
If you pretend your child has been abducted (the McCanns aren't the only ones), this is an event. If you don't act as if your child was findable, you are an event.
The more you claim there's no evidence your child was harmed, the more people are intrigued and then observe you. If you vanish after a while, they'll start to suspect.
So you're bound to insist again and again. It is your only chance to make them have at least a tiny doubt about your culpability.
The McCanns wanted more, they wanted to be declared innocent. They'll have to satisfy themselves with the tiny doubt that the sceptics have (as sceptic, they can't reject the abduction thesis).