Coleman was pregnant at the time and gave birth to three children while in captivity. He added that he also does not understand why Boyle refused to board an American plane following the family's rescue by Pakistani soldiers.
Instead, the family insisted on traveling on a commercial flight with Canadian officials.
"Have mercy on me and get me out", King said in the video.
Pakistan's army said Thursday its troops have rescued a Canadian man, his American wife and their three children from "terrorist custody" following a tip from US intelligence agencies.
Boyle told his parents there'd been a shoot-out and that the last words he'd heard from the kidnappers were, "kill the hostage", his father, Patrick told The Toronto Star after speaking with his son. "But we're looking forward to a new lease on life, to use an overused idiom, and restarting and being able to build a sanctuary for our children and our family in North America".
"They've been essentially living in a hole for five years", Kelly said.
All the three children were born in captivity.
Canadian officials have said nothing to celebrate his release since it was announced on Thursday morning.
U.S. intelligence services had been tracking the movement of the hostages and informed their Pakistani partners when the hostages were moved across the Pak-Afghan border into Kurram Agency on October 11, 2017.
Pakistani commandos carried out a raid when the family and their captors crossed the border from Afghanistan into Pakistan.
The foreign nationals were captured in Afghanistan by terrorists, added the Inter-Services Public Relations (ISPR).
Trump has long accused Pakistan's government of fostering and enabling terrorist organizations such as the Haqqani network.
Caitlan Coleman, now 31, was seven months pregnant when she and her husband, Josh Boyle, now 34, were abducted in 2012 while backpacking through Wardak province, southwest of Kabul. In a statement, Tillerson expressed his deep gratitude to the Pakistan government and the Pakistani Army for their cooperation.
Mattis, who last week said the United States would try "one more time" to work with Pakistan in Afghanistan, was upbeat on Thursday. They will fly on to Canada from London.