[Margaret Pilkington]

Of course they are not thinking of anyone else.
And yes, family members will continue to ask themselves why they had not spotted any signs. When someone is mentally ill, there are usually perceptible changes in them.
If someone continues to act 'normally' (whatever that might mean) then there is no suggestion that they are ill.
As a family member you ask yourself why this person could not come to you for help, for advice, for support. It is a very painful experience......and sometimes it is a spur of the moment impulse that takes them away....rather than cogent thought.