They're often not exposed to the same outlets, such as books or the Internet. And they don't pick up things so readily from their environment. It's many things. It makes them feel they're part of the human race. They realize we're not keeping secrets from them.
Sex education is also for their own protection - against abuse.
And it also gives children self-esteem. They learn that their bodies are great. They can do with them what they want, as long as they don't go out of balance. And it helps them enjoy life more. Parents have to be responsible, but they need professional help to counter the myths.