The father is circling family wagons, obstruction of justice. He's probably come to some conclusion about Natalee...that's she dead, by accident and Joran and his pals panicked. No sign of the body, and no way these three could bury her properly to avoid discovery. The obvious thing would have been to toss her to the sharks, and I suspect that's what Papa v.d.S. believes. If so, no amount of telling the truth will get her back, so Papa feels justified in protecting his son. From his expression, you can see he's 'conflicted'. Hate that term, but it's true here. He has a lot on his mind, none of it good.
They need to stop whinning about how they are being treated, tell the truth, and face the consequences.