It’s strenuous enough to be in Makkah on your own, to have to manage kids on such a trip is a herculean task.
There is not much in the way of parks, or play grounds in this city. However there is plenty of road way for your kids to run around in and play areas can be found in the larger shopping malls. But why waste this opportunity on play zones? With the amount of history in this city, why not start educating your children about the history and birth of their religion, illustrating each story with a visit to each of the sacred places that you talk about.