As I understand it, the two eldest children are by MJ's second wife (remember he married Lisa Marie Presley), who was a dematologist's nurse. they divorced after the second child was born and she did not seek custody. She lives on a horse ranch, saw the children from time to time but didn't feel she was good mother material. The third child, Prince Michael, was by a surrogate mother so presumably was MJ's - how the impregnation happened was not covered in "The Sunday Times".
Children love their parents, even when the parents seem odd, cruel or no-hopers. Sandy will know this from the work she did with young people. Even if they know their parents aren't great, they want them to get better, not go away.
I feel desperately sorry for the three children and I so hope that their lives are better than their Dad's.