Many, many people are interpreting that statement (that PF told KK that "little girls go missing off the playground all the time") as a threat by PF to KK, that PF would hurt KK or her children if she did not do what he wanted her to do, but I'm going to suggest a different interpretation.
Bear with me, as it will take a little bit to explain. Also, once we get a particular interpretation in our heads, it is very difficult change our perspective to consider a different interpretation, so please try to keep an open mind.
The statement by the Rs was made in this interview with local news correspondent Nikki Battiste--
Idaho woman had relationship with fiancé of missing Colorado mom, couple claims
The local Twin Falls TV station, KMVT, indicated that the Rs sat down for a 45-minute interview, and when they broadcast it in three parts, the total of the actual interviewer questions and JR/PR answers was just a few frustrating minutes. The interview was obviously highly edited, from 45-minutes down to just a few, and
we do not know if the questions and answers were broadcast in order.
I am going to suggest that the questions and answers as broadcast were taken out of order, or that the questions were asked in such a disorganized way as to make context hard to discern. I think we can glean the appropriate context if key elements of the interview are put in the following order---
Battiste: "From what KK said, what was PF's motive?"
PR: "That he felt that KB was going to harm the child; that she was crazy."
Battiste: "Do you know what the threats were?"
PR: "PF told KK that little girls go missing off the playground all the time."
To put this another way, I think that PF went to KK and told her that he was concerned that KB was mentally unstable and that he was afraid that KB was going to harm the child in some way. PF told KK that he needed her to help him protect the child from something he claimed he feared KB would do to the child.
So if the interview questions and answers are seen in this light, we might consider that PF did not threaten to harm KK or her children, but he persuaded her by claiming that the child would be harmed if they didn't act.
EDITED TO ADD: Don't get me wrong, I'm not claiming that what PF supposedly said to KK was correct. I'm not saying anything bad about KB. I'm not saying I think she had mental health issues or that I think that she might harm her child, or that I think she was anything other than a fine mother. All I'm saying is that I think PF told KK those things.