I see your point, and as a matter of fact I do have 2 grown children (22 and 25). I get what you're saying a bit, but I would be very skeptical to think that the average sane parent wouldn't be almost in a fetal position with worry. This isn't Junior being late on car payments or being evicted from his apartment, it's murder.
I think most people would also agree that, even when your kids are independent, being 25, 35, or even 45, there is an emotional attachment to them that never leaves. If they get in trouble, you feel it. If they have a terrible problem, ditto. Certainly you're not nearly as emotionally involved with them as when you were responsible for them, but it's there.
This is the perfect example to bring up one of my favorite scenes in moviedom.. it's from Parenthood (which as a whole is okay, not amazing). But this scene is absolutely brilliant - well written and insanely well-acted by Jason Robards especially. He's the father of Steve Martin, and Tom Hulce (the "black sheep" son). Hulce has been into drugs and gambling, and even as a dealer. He got into gambling trouble with some loan sharks and owes them $26K - or else. Hulce asked Robards (who is understandably estranged from him, threw him out years ago, etc.) for the $ and Robards essentially tells Steve (the "good" son) that he's going to pay it. In this scence, Martin asks why in the world would you, and the response here is absolutely amazing and true - essentially, you never stop being emotionally tied to your kids... their highs or lows are yours - and it never ends. You can see the frustration he has with that, almost as if he wanted it to be untrue so he could just forget about the kid and sorry bitch, you made your bed... but he can't. It's worth the 3 minutes if you've never seen it (or don't remember it), esp. after 2:08 god what an acting job.
Anyway, in their case, even if they're not all that attached to him their behavior is weird beyond comprehension IMHO.