We don't know what they are right now. Sure, they're probably in a metric tonne of trouble that could possibly end in more than just a trip to Azkaban for his dad.

[He pauses then adds quickly.]

Or they just think they're in bigger trouble than they actually are, or trying to avoid suspicion for something that actually makes them look more...Suspicious...

[He's starting to realise he's not being very helpful right now.]