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Dying and killing are both things that really fascinate kids. We found that D&D was a good way to explore these ideas with our daughter and to help her differentiate between game killing and real killing.

Our daughter fears for the death of her own characters even when assured by the DM that such things will not occur in "our game", because our game is about the growth and evolution of the characters. We have all agreed that we want to have a great story where our characters grow from level 1 to level 30. That being said, she feels great empathy for her characters and knows what it would mean if they died. She seems to be able to translate these concepts into real life, and it gives her an appreciation for the value of life--even of people that she does not know.

One of her friends died in a car crash, so she knows that death means that the person is gone forever.

I think by having intelligent conversations with your kids about these issues will lead to healthier kids. D&D is a great way to explore morality issues.

As the DM, you can rule that no one is killed, only defeated. You can decide that 0 Hp means that the creature flees or falls unconscious. You do not have to have your child's characters kill anyone if you don't want to. That is the great thing about D&D, the rules are only guidelines. It's your game, play it the way that is most appropriate for your gaming group.