Generally (from what I hear), they try to keep families together. Even though they require separate applications, approvals are very close together, and all of you attend one interview.

Although four weeks is a very long wait. You should definitely write to the ombudsman if you don't get anything back by Wednesday.

Common reasons why its taking so long: extensive travel history (to "exotic" destinations), long record of employers / residence, or your name (especially common ones) may show up on some databases as a false-positives, so they are trying to rule everything out.