User blog comment:Sky-Dragoon-Twilight/Weisslogia and Skiadrum, Alive or Dead?/@comment-18654001-20141208200051/@comment-7418318-20141211104209

I wouldn't rule out Skiadrum and Weisslogia might have done that to their children. For example they could have been convinced that this is the best course of action for their children.

In a way this deception (if it was one) gave Sting and Rogue a kind of closure and freedom that Natsu, Wendy and Gajeel didn't know. Those there spend a lot of time looking for their missing Dragons, while Sting and Rogue could just live their lives immediately.

Though I agree that making the children think they themselves killed their parents instead of faking natural causes would have been a cruel thing, but then the Dragons aren't Human so we can't just assume that they think like us. For them it might have seemed like a good way to boost their childrens confidence or something.