The aim isn't to impress him, Poppy. It's to save his life. Do you honestly think that, upon learning that Percy's entire family were involved in all this terribly wickedness and have disappeared, Bellatrix will take his word that he wasn't involved, and invite him round for a nice cup of tea so they can sympathise with one another about how terribly hard it is having rogues in the family?

He'd likely be sent to Azkaban, if not worse. At best they'd use him as bait to try and lure Molly and Arthur, or worse the other children, into a rescue attempt.

It's not just about trying to keep a family together - it's about saving us all from the risk his being captured would expose us to. Keeping him locked up is far from ideal, but I wager he'd rather be locked up by us than by the Ministry.

Sorry Arthur, Molly.