The guys get a day to themselves while the women are out making money (which is really what they want to do) so they make some burgers and have a good time.
But Cyan and his parents are also close. His childhood isn't filled with the unhappiness that Grey's was and that's the way Grey wants it to be. Hopefully Cyan won't find out about their dad's "hobbies" before he can deal with it.
Grey tucks Cyan in. He's more like a son to Grey than a brother!