I've taught my child the "right" way to respond to dangerous situations. But there are 2 very important things you have to remember. #1 as a parent, it's my job to limit the chance of him being in a dangerous situation as much as possible. And #2 when a child is in a dangerous situation, no amount of preparation will help, there's still a very high chance that they will panic, their mind will go blank, and they will do exactly what they aren't supposed to do. I can't tell you how many times we went over our fire safety plan when we moved into our new house. And it was simple enough, if the alarm goes off, you leave the house, if you see your brother and don't see a grown up, pick him up and take him with you. We practiced several times and even had a surprise test a week later and he did great. But when the smoke alarm actually went off, he ran through the house crying and looking for me. Thankfully it was just a poorly placed smoke detector on top of the refrigerator that we didn't know about and my husband attempting to cook bacon. Bottom line, if a potentially dangerous situation can be avoided, why not avoid it. Taking him to the bathroom with me, or my husband, provides security and cuts out a number of risks, not just from predators. Plus it doesn't hurt anyone, so what's the big deal?
Because eventually they need to develop street smarts, learn to trust their instincts, be aware of their surroundings. Let's say you are walking through a shady, urban area, alone. Your guard is up, right? You are noticing other people, dark alleys, vehicles... Now if you were walking in this same area with a couple of uniformed police officers? Not as much.
I think using the restroom alone at WDW is much safer than at the local bowling alley, or little league field house, both places that 8 year old boys could probably end up using the restroom alone.
As for kids doing as they were told in a situation, my kids have been walking to school since the second grade, and were told not to talk to anyone, don't get into, or even near vehicles, scream and run if they felt uncomfortable, etc. I've had good friends tell me they offered my kids rides, but they've akways said no thank you, and kept walking. Dd15 is still a worry wart, and has come home from solo runs or dog walks, with tales of suspicious vans. Most likely nothing, but she trusts her instincts, and runs home.
Your oldest is 5 - he's not there yet. But, some day he'll go to a sleepover, or to the movies without an adult, or to the mall, or on another family's vacation, or an overnight field trip, or his newly licensed friend's car... The worry never ends, but you still have to prepare them.