Some might have felt that the Dahl family had other unexplored options such as hiding the news or attempting to purify their blood…
However, these options were all not trusty. For the former, while they could of course attempt to conceal the news, walls had ears, and sooner or later, it would escape the confines of the family. What complicated the situation was that the idea of blood awakening was periodized, and within one or two generations, it would appear regularly in intervals. If Baron Dahl's eldest son had awakened the devil bloodline, it would be expected that within the next one or two generations, more would follow. It would be impossible to hide the truth from the world then.
As for purifying the blood, while there was significantly lower risk, the price of it was extremely high, and the Dahls would find it hard to afford.
