Have rules - at that age (IIRC) my kids left the kids club on their own provided they were 1) together and 2) either going to the room or going to meet us (or their grandparents - that was the age we cruised with the grandparents). Likewise, they could check themselves into the kids clubs - they could leave us or the room and go to the clubs. So they were one of three places - supervised with us, in the room or in the kids clubs - or in transition between those places (in which case, they were together).
Turns out with endless grandma, they never left her side
My own two cents, often said around here, is that independence is something you start teaching your kids from the moment they are born. You can't drop a kid off at college unless he has learned enough independence to do so. Now, as the mother of teenagers, I'm learning that teaching my kids to be independent, to know right from wrong, to be well behaved, was really important - because now my fourteen year old daughter goes to parties with boys and little adult supervision - she needs to know how to take care of herself - and fourteen to seventeen year old boys that are her "friends" scare me far more than strangers on a cruise ship when she is nine. My fifteen year old son has to say no to drugs and alcohol - he needs to understand the repercussions. Somedays I wish I could have wrapped them up in bubble wrap so I didn't have these worries, but if I do that, at some point I still need to let go - or they will be living in my basement when they are 30.
DCL provides a RELATIVELY safe environment to grant some independence to RESPONSIBLE kids. A truck stop at night? Even I don't feel safe, not somewhere I'm letting my kids run to the bathroom.