First, their parents were sleeper agents in Slovenia, not the US.
But, okay. Let’s say that it was the US involved, not Slovenia.
The US, unlike Slovenia, uses jus soli – if you’re born on American soil, whether your parents are present legally or not (with very, very few exceptions, like for diplomats and soldiers of a foreign power occupying American territory), you are an American citizen.
But even then, it sounds like the kids were born prior to the parents entering the country, so they wouldn’t have been American citizens. Their parents apparently got visas on forged Argentinian passports, and I assume that whatever visa the kids were on was contingent on that, so the visa would presumably have been invalidated.
Besides, I assume that their parents didn’t want to leave them behind. I mean, yeah, their parents were spies, but I don’t expect that we’re going to take someone’s kids over that.
And the kids didn’t think that they were Slovenian, but rather from Argentina. Up until the plane ride, that’s probably where they expected to wind up.