I would leave them and let them have fun. You are issued a pager when you register the kids for the clubs and the CM will page you if you child wants to leave at any time -even in the middle of an activity. I would let your children decide from the children's navigator what activities they what to do everyday and let them have fun. If they get bored or just want to leave you will be paged.
When you register the kids they put a plastic wristband on them with there name on it. You are also required to give a password. No one can take your child out of the club without this password and your room number. When we were on the ship it was very controlled and seemed safe. The kids were all having a 'magical' time.