I think you should take the injuries at City Museum thing with a grain of salt. I don't doubt that the PP's niece did break her leg there, but that's very much an exception and not a rule. CM is basically a playground (on a much bigger and much cooler scale), and like all playgrounds you could get hurt. That said, a scraped knee is vastly more likely than a broken leg, and the vast majority of people leave totally unscathed. You are probably more likely to be seriously injured in a car accident on your drive to St. Louis than at CM.
Also, while I think Magic House is great and I loved it growing up, IMO the 9yo is borderline on being too old, and the 15yo is definitely too old to fully enjoy it. (But I haven't been in quite awhile, so maybe there is now more stuff for older kids?)