They already KNEW about it-they found it WITH Caylee's skeleton.
They did not NEED for Cindy to tell them that it was missing. It obviously was missing because it was in the swamp with Caylee. The only question is why did she admit it right then?
And maybe she "hid it" instead of throwing it out because they knew they were being watched like hawks and if they were spotted throwing it out, well...
Cindy is a very thorough woman. I myself am chaos due to the sheer volume in my own household-I have 6 children, and yet, I know where things are that belong to my children, especially my small children, and I know when things are not where they should be or missing in action. Cindy, as meticulous as she was, would have realized, as I am sure she would have conducted a thorough search and determined what was and was not missing.
They were under INTENSE scrutiny. Doing anything at all that would not have been noticed would have been difficult if not impossible and BEING discovered doing something like that would certainly have come back to haunt them, say, if/when the remains were found and it was discovered that they had attempted to dispose of an item exactly like one she was recovered with. Bad stuff there, so maybe, thinking they were in the clear on "searches" inside of their house, they tucked it away and out of sight, high on a shelf, inside of a garbage bag where it would not be visible what it was.
Cindy, as we all do, has many more than a single fault and she has displayed MOST of them for us, the public, to see.