Revealing mistake: In scene at the brothel, with the senator and the dead prostitute, the supposedly dead body is breathing in the last shot of her, just after Tom Hagen says "it'll be as if she never existed". (01:15:30)
Revealing mistake: In the opening scene you can see Paolo breathing, despite him being dead and all. [If you have trouble seeing it, watch the shadow on his back move up and down as he breathes.] (00:03:05)
Chosen answer: They helped him escape Don Ciccio's death warrant. He likely loves them like parents, and this would make them the childrens' grandparents.
Captain Defenestrator