I think that Casey played so many games with them, they didn't truly know what to think. I think deep inside they knew it was either Casey or Caylee, but couldn't bring themselves to accept it, especially because Casey had kept Caylee from them before (remember Lee asking if this was like last time?). I think they thought Casey had taken it to a whole new level this time, trying to send them a message that maybe that Caylee could be dead if they didn't do what she wanted. Like I said, she's played so many games with them (and we all know they dysfunctional games that seem to be part of that family, the secret codes, weird ways of talking, etc). I really think they, at least Cindy, just wasn't sure Caylee was actually dead until that day in Baez's office. I'm not sure about George, though. I think he may have figure it out sooner, but just couldn't bring himself to think of Casey as a murderer or Caylee dead. Or maybe Cindy wouldn't allow the thought of Caylee being dead to be said in that house.
I think it was only after that day Baez's office that Cindy knew Caylee was dead for sure, and then it became get the body first before LE did. I think Baez, early on, was drilling into their heads that if the body was found, Casey would die. Then the body was found, and what came back on the table but the death penalty. Baez was proven right. It became save Casey at any cost after that.
I'm not excusing their actions, but that family is so very dysfunctional, I really don't believe they knew for sure that Caylee was dead until that day in Baez's office. I think they clung to the hope that this was just another of Casey's games, and they would get Caylee back. I think before this time, she had held Caylee away from them, but gave her back, so they expected this was the same type of game Casey played but worse than the last time. Talk about torturing them when she knew all along that Caylee was dead. I don't like the A's, but Casey sure had them completely messed up after so many years of her games and carp.
If she hadn't played so many games with them for so long, I think we would have seen a totally different situation play out.