After they found the remains of the balloon from the first escape attempt, the Stasi put out a reward for information, I think everyone would take the story seriously at that point. It was why they decided they had to go through with the second attempt, because they were convinced the Stasi was going to catch them soon. But they had to buy the materials for that balloon after the Stasi had found the remains of their previous attempt.

I would assume they did not tell them anything at all, until the time was there. And after the first failed attempt, they were probably shocked enough for real to understand the situation and keep their mouths shut.

Children put in serious situations are capable of much more serious behavior, than children who have only known comfort and safety.