If they lied to police it is a criminal offence in itself
More importantly , though, it may have jeopardised the investigation ...which would surely be unthinkable, whether they wanted to 'protect themselves' or not
I'm not saying that withholding information is not serious. But the reality is that 'decent' people break the law all the time, in all sorts of situations, if they convince themselves there is a good reason for it.
Not to make excuses for them, but T9 were under extreme stress, and probably not thinking completely clearly. Their fear for themselves and the trouble they may have got themselves into probably took over.
That's obviously completely irrational, because a big part of their trauma was caused by knowing that it could just as well have been one of their children to have gone missing, in which case they would have wanted the others to be as forthcoming as possible in an investigation. But we're irrational beings.