Answer

Not very. It seems they have something to hide. Are the parents scared that later they will be accused of some kind of cruelty?

The parents seem to have put together a list of things they have done well as evidence in case anyone accuses them of being cruel.

The list says:

No one hurt you
No one turned off the light and argues with someone else all night
The bad man on the moors was a movie not a real person (or was it?)
No body locked the door.

Your questions were answered fully.

In fact the whole poem is a collection of other things that may have happened. You can continue the list, if you wish.