Point well taken. At the actual time of the attacks, the First Lady was on Capitol Hill because she was going to speak at a hearing on education. In fact, I believe she was in Ted Kennedy's office speaking to him about the education issue at the time the plane that eventually hit the Pentagon was inbound and no one was sure if it was headed toward the Capitol building.
Also, the President didn't know precisely where his daughters were at the time of the attacks. And his parents were travelling by commercial plane (they were grounded in Chicago, I think it was, when all planes were ordered down).