Even after he realized what Eurus did to Redbeard, Mycroft didn't immediately say anything to Uncle Rudi. After all, Eurus was his sister and he had to protect her.

But it's three o'clock in the morning. His parents were out. The cellar door was locked. And Mycroft could hear Sherlock screaming and Eurus laughing down in the cellar.
(Or, Mycroft had to choose between his sister's freedom and his brother's life).