I remember reading this story in a store shelf rag (People?) while killing some time last year or the year before. Terrible, and a reminder that yes, these things do happen, and hypothesizing about them in order to learn how to be better prepared for them is not paranoia, and very rational.
Number one rule is; do not get taken by surprise. Two is be ready.
If you live in a dwelling that is difficult, expensive or impractical to harden suffiently to preclude an undetected entry there are two options. Well, several, the best being geese imo. Dog(s) or an intrusion alarm.
You could rig up a variety of "mechanical" noisemakers intended to ensnare any unwanted intruders, but they would not be aesthetically pleasing. The simplist and cheapest powered way imo is an alarm in the form of motion and/or IR detectors in each room/passageway linked to a loud noisemaker near the bedroom(s) with an off/on switch. I say near because your guests may decide to charge straight for the "noise" intending to disable it, and run headlong into you in a matter of seconds. Not good.
This could be problematic and depends on the layout to your home - and if you have free running pets like cats and or dogs. You could keep passages to the bathroom etc "free" and make it a rule to stay away from the kitchen after lights out. Or disable it when going to the kitchen. Alarms require a level of operator discipline - including the rest of the family - and need to be working and on to be effective.
A dog or more is fine if they are not friendly to unintroduced strangers. Some dogs are better than others. They must be the kind that will go crazy or at least bark if any stranger enters the house unintroduced.
A handgun is essential. Better is several and a rifle or shotgun. I'll leave firearms at that since it is a topic subject in itself.
Apparently, as has been mentioned, the wife may have made an error in not taking better advantage of the trip to the bank. I would say that her "error" was rather an over estimation of the speed of police action.
Given the severe mental trauma, the stress level and fear for her daughters' safety, she can be easily excused. She probably thought the note would produce immediate action on the part of the bank staff (it didn't, there was some deliberation on their part first IIRC) and a rapid police response and intervention. Which also did not take place as and in such a way she perhaps thought it would.
If she had really kept her cool, and thought of it, she could have passed the note, and after making sure it had been read, feined a heart attack, seizure or a simple feint - fall to the floor like a sack of potatoes, and moan. This would have thrown her escorting badguy into a situation that demanded he either leave right away or "rob the bank". The suddeness of it though would probably caused him to panic and flee - imo. A quickly "recovered" wife could have then have given police a precise scenario and location, and possiblly enough time to intercept the "escort" badguy before he made it back to the house if he chose to go there.
If this were accomplished, when badguy number two at home realized his friend was overdue, he would be in a very tight spot. He would not know whether his "friend" had taken the money and run, made a serious blunder and "got caught", or something else had happened. Again, his likely first impulse would be to flee.
As one poster already stated referencing his own thoughts, mine are conjecture as well in this regard. My impression though is that this was a typical middle class family who were simply totally unprepared for what hit them.
------------------------------------------
Je Suis Prest - I am ready