Countless times throughout the series, Rebecca Huit states that her parents disappeared - or died. In the prologue to the first book, Zinn himself said that Lucy and Robert had disappeared or died. Presumably when he wrote that, he was aware they were being held captive in his house. This statement, that they disappeared or died, is a reference to quantum superposition and the unknown barrier between a single reality and multiple possibilities. In the 1950s the experiments of Erwin Schrödinger were reinterpreted with thought to ‘many worlds’ with infinite outcomes (see Infinity). Since it is likely that the Octos were living in another dimension or universe during the series, the infinity symbol made by the sisters collapsed the superposition into a single true reality in which their parents were alive. This has to do with the nature of observation, contested between Rebecca and most of her sisters. While Rebecca considers the two possibilities - that her parents are alive or dead - equal and indeed both in existence, her sisters prefer to think of reality objectively.
It is worth noting that Lucy likely was aware of the fact that her survival was only one outcome, which may be why she was not greatly surprised that her daughters could save her. Her partial surprise was due to her realization that she inhabited a reality in which they saved her. That is why the title of the final book of the series is so grim: there was only one outcome in which the final battle occurred.