Could you be the Bears next time? and they be GreenBay? Please?
heh.
Also, they had the lead for a short time about halfway through the game.
No they shouldn’t. Kids notice; most hate it. My paternal grandmother was death on a 6-sided die when playing Parcheesi with her children, if she’s missed any plays against us kids we would have thought she was either cheating or sick. She was the woman to beat alright! She also had no qualms about giving us pointers, and did it in a matter-of-fact way which was instructive and unoffensive. Once you’d beaten her once, no more pointers for you 
There’s no need to let the kids win*. Now, if Captain was pointing at them and shouting “In your face! Ha Ha!!” and making the loser L on his forhead I’d call THAT poor form. At that age, if my son had been on the kids’ team he’d have been zooming around the yard cheering “we came in second!!!”. That losing a game is okay if you played your best is an important lesson for kids - one that many of them are not getting at school.
For playing chess with little kids here’s a technique I learned from my Grandma, who was an excellent player, and also fiercely competetive. She knew that crushing our spirits would only make us hate the game, but she wouldn’t let us win. She’d play her normal game until things were pretty lopsided, then we’d turn the board around and she’d take over the disadvantaged position. Often she’d still win, but there was less of the feeling of being totally vanquished.
*unless you’re playing Chutes and Ladders, otherwise that torture can last for hours!
My great aunt was a first class card cheat and always made sure she was in the running. It didn’t matter if you were 6 or 60 - she was out to beat you.
She also made great pie.
I like pie.
Pie?