I don't think it's uncommon for people to accept unexpected news mostly gracefully, then freak out about it when they have more time to really think about it and turn it over in their minds. I also think that if you just keep on as you were, there is a good chance they will sort through the garbage in their head and get back to the accepting place they seemed to be in originally.
Maybe they worry that Darling's wife is actually miserable but afraid to be honest about it in front of you (not clear if she was there also)? I've seen that reaction from a lot of 3 party groups telling their families they are poly - they cant get their heads around it so its easier for them to think that somebody is being coerced into something. Hopefully if they don't decide to stay home too, they make some efforts to advocate for the relationship dynamic they are choosing to have while with the family.
I am sorry that they are going without you if that bothers you. If it is, maybe you can ask that you all do something special with your daughters later to balance it out since you will be lonely? Maybe you could even start a new tradition together, I think that might give me something to look forward to and enjoy. I'd opt for a post Christmas pub crawl since I dont have kids, but I'm sure there's something better suited for you guys