We are fairly worried about 1) eventually having some kind of encounter with child protective services—which will likely end up fine, if it happens, but will also probably be really inconvenient and stressful—and 2) injuries that end up giving us yet another opportunity to play everyone's favorite game, Medical Billing Roulette, especially now that they're riding bikes. Multiple kids, just a matter of time until one of them get a hospital trip out of a bad fall. Odds very low they'll all make it to 18 without at least one broken bone.
God damn do I wish we'd fix healthcare in the US. It's crazy how much background stress & anxiety that causes across just about all activities and choices. And that's with insurance.
[EDIT] although I'm pretty sure the "playing outside" thing tapers off around tween/teen ages in a way it didn't for us, when they all start living on social media. :-/