So if Wendy was like a second Mum to Natalie, could John not be like a second Dad? They were all very close on the documentary that Wendy filmed before she died.
The pair of them were very close to Wendy, so why shouldn't they be able to grieve together? Plus Natalie's got the added heartbreak of splitting with her fiance, maybe this is what she needs, to be close to her "second family." Being in Wendy's house might also help Natalie feel closer to her. Everyone deals with grief differently, and if this is what suits them then they should have that respected.
They may have declined to comment, but again, they are grieving!! They clearly know what the press are like with twisting stories, cos lets face it, only the interesting ones sell. Sometimes it's better to just say nothing at all. Let's just hope they can be left alone to get on with it.