Although Benchley was known for misleading and fictional autobiographical statements about himself (at one point asserting that he wrote A Tale of Two Cities before being buried at Westminster Abbey), he actually was the great-grandchild of the founder of Benchley, Texas, Henry Wetherby Benchley, who was jailed for his help with the Underground Railroad. Robert Benchley was born on September 15, 1889, in Worcester, Massachusetts, the son of Maria Jane (Moran) and Charles Henry Benchley.  Robert's older brother, Edmund, was rushed to the Spanish-American War days after graduation from West Point (1898), and was killed almost immediately. The Benchley family were attending a public Fourth of July picnic when a bicycle messenger brought the notification telegram. In unthinking, stunned reaction, Maria Benchley cried out "Why couldn't it have been Robert?!", while the latter, who was nine years old, was standing by her side. Mrs. Benchley apologized profusely and tried hard to atone for the remark. Edmund's death had considerable effects on Robert's life, particularly in the form of Edmund's fiancee Lillian Duryea, a wealthy heiress. It is believed that Edmund's death in battle seeded pacifist leanings in Robert Benchley's writings. The period, however, was full of strong literary reactions to the Great War, and Benchley was aware of, for instance, the anti-war writings of A.A. Milne.  Robert Benchley met Gertrude Darling in high school in Worcester. They became engaged during his senior year at Harvard, and they married in June 1914. Their first child, Nathaniel Benchley, was born a year later. A second son, Robert Benchley, Jr., was born in 1919. Nathaniel became a writer himself, and penned a biography of his father in 1955. He was a well-respected fiction and children's book author. Nathaniel had talented sons as well: Peter Benchley was best known for the book Jaws (which inspired the film of the same name), and Nat Benchley wrote and performed in an acclaimed one-man production based on Robert's life.

Answer this question "How did Robert and his family react to this?" by extracting the answer from the text above.
The Benchley family were attending a public Fourth of July picnic when a bicycle messenger brought the notification telegram.