Though Mrs. Winterbottom seems even more afraid of the lunatic than Phoebe does, the fact that she doesn’t call the police is important. This, along with the fact that she kept the lunatic a secret from Mr. Winterbottom, subtly hints that Mrs. Winterbottom is scared for a different reason than Phoebe is, and that she somehow knows the lunatic doesn’t pose a real threat to them.