If Kol's family truly loved/cared about him then they wouldn't have led him to believe that they didn't and he wasn't worth anything for nearly his entire life. Davina was the first person who ever made an attempt to help him and understand him instead of just seeing him as unworthy and throw him away. The fact that they have known him for a thousand years doesn't mean squat. You can "know" someone with out really knowing them.