The answer is pretty obvious! Because that is what kids do. Kids run and jump and laugh. What they don’t do so well is hold still and pose for photos.
Letting them run is an easy way to get better photos of your kids. Some kids are shy. It takes them a while to relax in front of the camera. Playing helps with that. It is hard to run and jump and laugh and scream and be nervous of the camera at the same time. Other kids are so wired up that they can’t hold still even if they wanted to. Running lets them burn off a little steam.
Parents are often nervous that their young ones will not behave for photos. Letting them run and jump is an easy way to tell the parents that it is OK.
One last hint:
When you are photographing children get down to their level. This might mean kneeling down or sitting on the grass or occasionally even lying down. It will make a difference. See the world how they see it.