I'm not worried about them getting lost. I know how to keep track of my kids in a large crowd pretty well. And my wife will be there, too. We'll have child carrying harnesses so the kids can ride strapped onto our back if they don't want to walk anymore. My concern is about the intended atmosphere of the event.
Also, as someone who never saw my parents engage in politics beyond voting, and barely even ever heard them speak about politics, I think it's important for kids to see their parents engaging in politics, even if they don't really understand what's going on. It shows them that it's not only OK, but encouraged to form and act on their own political ideas. It opens them up to discussing political issues when they get old enough to, and shows them that politics isn't just something for the ruling elite.
That's really why I was hoping to hear from someone involved in planning. If this event is permitted, will have infrastructure constructed (ie a stage, gates, etc) and has a public schedule of speakers, etc along the lines of the Women's March in 2017, the March for our Lives in 2018, or the various Marches for Science, then I think it's much less likely to see a violent crackdown by the administration.
On the other hand, if this is more along the lines of the airport protests against the travel ban in 2017, the anti-Iraq War protests in 2003, or the 2020 uprising protests, which were all MUCH less structured and had a much more confrontational vibe to them, then I think there's a greater likelihood of a violent crackdown.