I cannot believe you guys actually believed it, but like Riten mentioned, I will play along too.

I do not see any reason why you should apologize to them.For one, they are your wife's parents - not yours and second, she screamed - you did not.

Again, apologizing to them would create more embarrassment than it already is, just pretend you do not know they heard you, they will pretend the same.

Pillows could be used as mufflers too.