I think they tried to use a softer introduction and then harden them up once the audience got to know them. They are brutal killers, you aren't necessarily supposed to like them.
SPOILERS
They eventually reveal themselves to the daughter and she tells her priest. It's really pushing suspension of disbelief for me that the several additional mouths stay shut.
I agree. The only way such a casual reaction is plausible is if they are also KGB agents.
The problem I'm having is that it doesn't really invoke any Cold War aspect any more.
They basically just are Americans, meeting with other "Americans", watching American movies or David Copperfield, visiting EPCOT or EST, alongside some rather tedious non-political espionage. They (very suddenly) don't seem to have any solid association with the Soviet Union or "the cause" any more.
The now sadly all too rare Rezidentura scenes (with some of the most interesting aspects and characters of the show IMO) and Reagan clips just seem like tacked-on lip-service to the original concept.
Dramatic TV shows, movies and books are about entertainment, not telling the truth as it really happened. Almost all such things carry the disclaimer "based on" and anything can be changed and be different.
SPOILERS
They eventually reveal themselves to the daughter and she tells her priest. It's really pushing suspension of disbelief for me that the several additional mouths stay shut.