You just don't get it. Leia and William were raised by the Zanes since they were little kids. Medieval hostages worked the same way. The point isn't just using them as bargaining chips as wedding pawns. Being raised by the Zanes makes them family. They may hate their "family" or love them, but they still think of them as family. They were there before Katie was born. This is the only family that they know. Bonds develop, as you can see even Helen and Dylan feels like William and Leia are theirs.
Even if it's just Stockholm Syndrome, those bonds are just as real as blood relatives have for each other.
This could be the case if they didn't know, for example, that their parents were dead, I don't know what kind of love there could be for this family, what motives there were to keep them alive, but we get what we get, the ocean didn't analyze this moment deeper, which is why I have the opinion that Willie is just an idiot, and Leia becomes stronger in every sense in order to avoid the Zane family, her motives are not explained at all, she is on her own. What she says about Katie may just be a farce, for manipulation.
Everything I know from history, movies, books, children taken hostage in this way posed the greatest danger to those who took them hostage.
PS And according to Willie, Helen said a lot of bad things to him, and now she's going to kill for him? Some kind of bipolar.
