If you're playing online from a browser, there would presumably be no malicious executable on the local device for the app to execute in the first place. My concern was for an NW.js app that is downloaded to be run locally, which could potentially be bundled with additional executable files.
On the other hand, you're already downloading an executable in the form of the NW.js app and running it anyways, so it's not really a big difference in the end.
There are better things to worry about regarding children online.