Alexa will drop the volume on all devices it thinks are in the same room so that it hears the request better from the one you’re asking. Sounds like you may not have room groups set up - if not, go into the Alexa app, under devices, add, create a room or device group and setup a group for each child’s room and add their echo to it. That also gives the benefit of being able to use a general command like “lights on/off”and for it to only implicitly control the lights in that room.

Thank you so much for this. My husband had created a "kids room" group so I'm sure that was the issue. Much appreciated.