Sugar and Spice in a World That's Not Nice
The old "damsel in distress" routine is perhaps one of the less socially progressive clichés that video games still deal in, due to the simple narrative elegance of a character wanting to fight for something they love. Pretty much every beat-em-up (not to mention most of Mario's adventures) seemed to involve rescuing one's girlfriend, daughter, sister or president from an overwhelming force of ne'er-do-wells. This has the unfortunate ancillary effect of putting said female deuteragonists in a light that either makes them seem hopelessly co-dependent or mere objects to be won after all the protagonist's hardships.
With kids though, that helplessness is inherent. Humans have a natural inclination to protect their young, and so the fact that these are all female characters is less relevant in light of their age and the difficulties presented by having so little control over their own lives. Nonetheless, these little ladies aren't necessarily albatrosses around their respective protagonist's necks: They're occasionally self-sufficient to an extent and helpful in their own way, and are at the very least often well-realised characters that you can't help but grow attached to regardless of this medium's oft-exaggerated sense of machismo.
(Idea shamelessly stolen from Video_Game_King which I then subsequently forgot about. I'm awesome.)