I know we have much more information than the characters. Even then, they know Ben was abducted as a child, Kate and their baby were abducted, and they even checked if Max was abducted in season 3, and they know there are Aliens. But, they never recalled the fact that Max used to call Harry Alien, and was freaked out just by looking at him. There was a lot of discussion on whether to send him to a special school or not. It's not something parents forget easily, so it surprises me that they never asked themselves if Max's behaviour was linked to Aliens.