I imagine that could be part of the ongoing joke.

"Oh no, these poor children with life-threatening career paths need a loving family! How do I provide them with love and safety while convincing them that I am blissfully unaware? Not to mention that getting killed in my sleep is a minor concern…"

And the meta-joke would be that kids take their lives very seriously and somehow, their parents always seem to know more than the kids think they should.

So how exactly does this AU work? Anya adopts a couple of kids with interesting hobbies and pretends not to notice?