I'd ask why and then I'd answer in the hope that my info might help find out what had happened to the missing relative.
I'm speaking more generally than this case so not neccessarily something life or death.
I'm trying to put myself into the minds of an innocent person (again, not saying this pair are at all!), who is arrested for a crime they have not committed and is told to answer no comment.
edited to add: I totally can't understand in a missing person case though as my priority would be to get that person home.