This doesn't seem at all strange to me
I know if my pregnant wife had been missing since Christmas and her body had been found in the bay along with the body of my unborn son, the first thing I'd be inclined to do is bleach my hair, grow a goatee, take $10,000 in cash out of the bank and head for the Mexican border with my brother's passport.
This doesn't strike me as acting guilty at all. Frankly, I don't see what all the uproar is about.