Annie O' Brien, appeared in the episode, "The Tale of the Phone Police", she was portrayed by Marlowe Dawn.
Annie, is Jake O'Brien's older sister, she was left in charge of the house when their parents went away on a vacation. One night she caught Jake
and his best friend making prank phone calls. She was furious and fed up, because her brother had been doing them for quite some time. She told them the story all about the Phone Police ( a secret vigilante police group who arrests and captures anyone who abuses the phone) and about a boy named Billy Baxter a boy many years ago, who was caught for misusing and abusing the phone and was never seen or heard from again.
She told the both of them, that if they kept making prank phone calls then they would soon be captured by the phone police too.
When Jake was captured by the Phone Police, reality was altered, and she now lived in a world she was born and raised as an only child. She was very hostile to Chris when he broke into her house trying to tell her the Phone Police captured her brother. She convinced him that she never had one, and that time and reality was altered.
Then very soon, when Chris helped Jake escape from the Phone Police jail, reality was readjusted. She once again lived in a world where she had a younger brother. When she was about to answer the knocking of the front door, Chris and Jake were terrified claiming it was the Phone Police and begged her not to answer it
She didn't believe them and laughed thinking it was a joke and that she made it all up. When finally she answered the door, it was nothing but a pizza delivery man at the wrong house.
Therefore, it's possible that she either knew it was real and tried to deny it, to not scare them. Also it might have been that she heard it and thought it was only in her head. Perhaps she made up a story that was entirely true out of a 1 out of 10,000 chance.