Wouldn't it also be "surreal" and a "nightmare" to be the one who killed them all, and then go home to cops before you planned for it? To me what was surreal and a nightmare to him sounded less like the fact that his family was gone and more like the fact that he was dealing with press and police and all this surreal commotion (and also at this point he would have presumed they were quite possibly ALIVE, if he hadn't killed them -- but he knew, he knew everything). The only other family annihilator I know of who accused his wife of murdering the children is Chris Vaughn out of Chicago. Many parallels. In that case he accused his wife of shooting the children, him, and then committing suicide.
In my opinion, speculation only, CW was going to try to make it seem that she either ran off, planning to dump her car later (since he did not realize the neighbor's security video captured his garage), or he was going to make it seem that she had committed suicide, hence a shallow grave and a plan to return and stage something later if need be. MOO MOO.