Well given it appears to be at their home, then I would feel a little strange bringing food for my kids. How on earth would you know what to bring? What happens if you are sitting there eating packed sandwiches & another family turns up with Maccas?! Way too difficult - it doesn't sound like they've given it much thought.
However if it was at a venue or park then that's no big deal to me! Actually we are planning on having our kids birthday at a pub this year. They don't cater for adults at kids' birthdays so people will need to buy their own meals if they wish to eat something other than cake!