I agree with you, I was disappointed too. I didn't want to just run around killing kids, oh no, but I would have welcomed the freedom to do so. Just knowing I could, if I wanted to, would have been enough.
If it really bothers you not being able to kill children, then you can get this mod off of Fo3Nexus that alivates the problem. You will have to be registered because it is classified as "Adult Only" content.
http://www.fallout3nexus.com/downloads/file.php?id=376
But that is all it enables you to do, nothing else, just turns off their immortality.
If you have the ps3 or 360 version of Fo3, then you are out of luck, sorry.