The reason why Harry was the only member of the family who didn’t seem to be concerned he was losing his mind after dreaming in the season 2 finale was because he already had a dream the previous season, when he was sick and dreamt Martha Stewart made him some comfort food on the Today show.
In the two-part episode Dick takes Manhatten it is revealed that in a parallel universe Strudwick is a Catholic priest. Presumably He is single and has no children which would explain Alissa's absence in that universe.
An In-Universe example, from "World's Greatest Dick": Sally's expression when she accidentally discovers homosexuality, though she doesn't know what to call it, and realizes that Glenn was interested in her because he thought she was actually a man.
In "The Loud Soloman Family: A Dickumentary" Tommy claims that Dick beats him. Later on he also claims that he isn't Dick's real son, meanwhile Harry claims that he has a drinking problem. Mary hears all this and doesn't know who Tommy's mother was, or indeed anything of of Dick's family history, so she must be thinking "What the hell happened to cause all this violence, drinking, resentment and secrecy? And why did Tommy keep all this to himself?" Fortunately, none of it is real.
Considering Tommy is older than Dick, his high school romances technically are incredibly dodgy, even considering the fact that it's already dodgy since he's an alien.
Charlotte of "Alien Hunter" revealed she'd been secretly watching the Solomons for over a year before she made her move to cut Dick's head open. Which meant a good chunk of the episodes before "Alien Hunter" could've had Charlotte stalking Dick and the others and they never knew.
