From ABC news, 2008:
“In mid-April this year, as the McCanns campaigned for a European Amber Alert system, sealed statements the couple made to Portuguese police about Madeleine's cries the night before became public.
According to the leaked statements, on the morning of their last day together, Madeleine asked her mother, "Mummy, why didn't you come when we were crying last night?"
"It was sort of fairly early in the morning, she just very casually really said, 'Where were you last night when me and Sean cried?' and we immediately looked and said, 'When was this Madeleine, was this when you were going to sleep?'" said Kate McCann.
"We obviously told the police because we thought, does this indicate that someone has been round the night before and that's what has woken her up?" she said. "Which is significant you know … I've persecuted myself over and over again about that statement because you think, why didn't they [the police] kind of just hold it and say, 'What do you mean?'"
Madeleine didn't answer her parents' question and "carried on playing, whatever she was doing, totally undistressed," Kate McCann said.
The McCanns say that because Madeleine didn't make a big deal about the issue that they let the matter go. But they say they consciously decided that evening to be more vigilant about checking in on the children”
… yet they still went out leaving the children alone!