Because the "You" in one world, isn't the same you in another. A simple illustration of this is kamui actually, he/she made two/three different decisions and from that Ch. 7 those people feel different despite being the same person. Nohr Kamui is far more subdued than Hoshido Kamui despite having similar elements of their character. However, if you're saying that if your world is effectively doomed then just run to another one as an answer, that's the issue of writing. That's why context is important, when establishing interactions between a multiverse, they have to be limited in some way by a created set of rules (in other words, magic has a limit in this world and results in a situation not dissimilar to FE7's Dragon's Gate). But as far as we know, IS has a bit of trouble with writing complex narratives.
My theory is that what will happen is most the children didn't come to this universe of their own accord and didn't really have a particular goal in mind when they arrived like the Awakening Children did.