I think I get it now. Yuuma's stories almost always have a hint of him trying to say that he absolutely hates his family circumstances, and perhaps the world in general. Hina's stories always have a romantic and tragic undertone because they are in a way a reflection of her unrequited crush on Yuuma. The only story not told by them was the Ch 47 one by the cop, and that story has "survivor's guilt" as its theme which was unfortunately a misplaced one. If you think about it the story also mirrors the cop's situation: to me he seemed like he really thought Yuuma is being abused and genuinely wanted to help because he couldn't stand to see what he perceived as Yuuma suffering, but he was constantly hindered by Yuuma's aloof parents who obviously also have something to hide, and Yuuma's own reluctance to accept his help because the kid's already decided that he's going to go through with the "ritual". Finally, just like the ghost in the story, he thinks he's helping a weak and powerless Yuuma, but in reality he's a dead man walking because of Umakin's (Yuuma's?) power.
However it seems he did kind of finally suspect that things are not what they seem and there is some sort of supernatural involvement as he nears his death, hence what he said to the mysterious "camera". He addressed it as if it was a living being or at least an object that is in the shape of a creature or human, most likely a doll, statue or figurine ("do you like listening to his stories that much?" or something like that). It is certainly not the Umakin doll itself, though. At this point it is possible Yuuma's parents will also get to tell stories to the "thing". As to what exactly are they hiding, there still aren't enough clues but perhaps one or both of them are serial killers because they are shown to be afraid of whatever is turning Yuuma's room into a mini-Hell and seem unused to supernatural shit in general, so whatever they're doing is implied to just be what regular ass psycho humans would do.