I've been thinking from this perspective as well. In addition to this, people behave very strangely when in shock. Finding out your partner and the father of your child has killed their step-sister is going to put you into a deep state of shock and disbelief. I doubt many people would think clearly under that level of stress, autopilot takes over and people are driven by self-preservation or are easily coerced. By the time the enormity of the situation has processed enough for you to understand you need to contact the police you can't. You've already helped a murderer and lied for them. Now you're in the thick of it, part of the crime and there is no way out unless you keep up lies.
I'm not suggesting this happened in this situation (I don't think we know nearly enough to feel one way or another yet), but I can see how people end up doing crazy things for their loved ones in the aftermath of crimes.