We do see the governess, or whatever she was, who helped with the children in a couple of scenes.

And sewing could've been Kay's hobby. The room she was in was not the bedroom (I don't think), and it wans't the family room (the room where everyone congregated after the hit attempt), so I'm thinking it was Kay's "sewing room" - kinda like her counterpart of Michael's office.

It's likely, I think, she was shown sewing to indicate how a woman who theoretically had so much really had so little, and was reduced to simply sitting home and sewing like the good Italian wives of yore.