At the point that police started to suspect them it made perfect sense for them to stop talking.
Not as grandparents IMO. Most grandparents would be desperate for police to find their missing grandchild. If the police started to act like they thought they were involved, most grandparents would be falling over themselves to prove they’re not: offering to take a lie detector test, asking if the police could look at satellites to prove their whereabouts, pulling out every single item of clothing they owned and inviting police to test it, telling them to take every vehicle immediately to test, offering to pay for special trackers to come in, etc etc.
Those hypothetical grandparents would all be driven by fear that the hunt would be diverted and frustration that time was being wasted, desperate to prove their innocence so the police could look elsewhere and hopefully find their grandchild.