From that tape I would say the family pretty much had concluded Casey had the upper hand about Caley's whereabouts...... and were walking as gingerly as possible not to miss the opportunity of her speaking with Christine to get the truth out of her of where Casey was becuase they knew something forboding was amiss. Thus Christine's comments in tears.."if anything's happened to Caley etc." and the questions she pressed about the fake Nanny.
Even her brother was very firm he would not dance circles with her.."I'm done"..he said.... in order to get Casey to start talking about where Caley was.....they knew 'at the time of this call' she knew where Caley was, and that foul play was on the table.
They saw the news, they knew Casey had been arrested for this and they also knew none of them had anything to do with Caley's disappearance. That call was about them getting the whereabouts out of Casey about where Caley was.
Bottom line...they wanted to find Caley. Casey wanted to find her boyfriend........And yes, I suspect he was already history as well...didn't he have a fiance?
If they didn't have their denial they couldn't face themselves. It sustained them during that time. However, it's been dropping away the last few days, IMO.