What you have to keep in mind, is that Katherine is a Jehovahs Witness.
From what i have read and been told about Jehovahs, is that they do not visit graves after the body has been buried.
As Katherine is a devout Jehovah, Joe probably does not visit out of respect for his wifes religion - and as MJs 3 children are in her care, that is why they dont either.
Not all of Katherines children remained Jehovahs which is why they have been back. I know Rebbie is still a Jehovah, and i dont think she has ever visited Holly Terrace either.