Klein didn't visit Benson and Melissa, because the matters he was involved in were at too high a level. Approaching his siblings would only bring them disaster. For existences who didn't know Klein's original identity, such acts would help them understand the relationship between Benson, Melissa, and Klein. To know of Klein's past experiences, this would make "Them" confirm one thing—Klein still maintained his humanity and was still very concerned about his family.
Therefore, staying away from Benson and Melissa was the best form of protection he could give them.
Of course, Klein had already grasped the situation of his siblings through Miss Justice.
During the war, Benson had displayed his experience and ability at the Ministry of Finance. He received many promotions and had become the deputy director of the Fifth Department, and his annual salary reached 300 pounds.