I wouldn't say they're dumb. It's hard to look at things clearly in painful situations, even if they had a previous life and remember it both have been pretty painful.
So to be offered even a micro belief that things are not as bad that there is hope and then to be slammed with another weighted thing like their Father said, knowing the twins were there or not, its damaging, and it's going to make them not really listen to what they're being told with the idea of wanting to accept it unless EVERY doubt is being addressed and even then, it's not going to change fully over that one conversation.
Long post, but they're not stupid, just hurting and closing themselves off to stop it from festering more.
Well, I think that kind of comes with it, not really focusing on the fact that they're traumatized, they heard what was being said to them, and while they accepted that this was the answer they were being given, it isn't enough for them.
They know now the "reasons" of certain things, but question why are THEY having to accept this, to make the move to close the gap between themselves and the Father, it's not blameless on their ends they should speak up and not just leave things unspoken and take this attitude of if they don't answer even the questions we don't ask there is no trusting them, but the family members should also be more open without it coming to this level, both sides have some growing to do.

I love the twins but theyre highkey dumb af...
“Why did he sleep with her if he loved that woman so much?”
He LITERALLY just said why.